+39.7%
W vs HBM
+488.2%
-448.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.5% | +3.0% |
| 7D | -4.2% | -6.4% | +2.2% | -1.2% |
| 30D | -7.6% | +5.9% | -13.5% | -10.4% |
| 3M | +37.2% | -8.9% | +46.1% | +39.9% |
| 6M | +26.3% | +10.7% | +15.7% | +14.9% |
| YTD | -1.0% | +38.3% | -39.2% | -22.5% |
| 1Y | +20.1% | +121.3% | -101.3% | -29.0% |
| All | +39.7% | +488.2% | -448.5% | -60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling