+24.3%
W vs HBM
+47.3%
-23.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +3.6% | +7.4% | +9.9% |
| 7D | +8.4% | -5.8% | +14.2% | +10.3% |
| 30D | +16.5% | -18.5% | +35.0% | +23.4% |
| 3M | +6.4% | -10.3% | +16.7% | +9.0% |
| 6M | +90.5% | +2.1% | +88.4% | +84.9% |
| YTD | +23.1% | +12.0% | +11.0% | +11.9% |
| 1Y | +24.3% | +49.8% | -25.5% | -2.8% |
| All | +24.3% | +47.3% | -23.0% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded HBM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling