-0.2%
W vs HBM
+31.2%
-31.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.1% |
| 7D | -1.7% | +5.1% | -6.7% | -3.1% |
| 30D | +3.2% | -15.8% | +19.0% | +8.3% |
| 3M | +8.3% | -22.4% | +30.7% | +15.8% |
| 6M | +84.3% | -20.2% | +104.5% | +92.3% |
| YTD | +11.0% | +9.0% | +2.0% | +4.2% |
| 1Y | -0.2% | +27.4% | -27.6% | -12.3% |
| All | -0.2% | +31.2% | -31.4% | -12.3% |
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