-53.4%
W vs HBM
+217.3%
-270.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +9.0% | -4.4% | +0.6% |
| 7D | +3.3% | +5.0% | -1.7% | +1.2% |
| 30D | +10.5% | -12.7% | +23.3% | +17.0% |
| 3M | +9.6% | -17.4% | +27.1% | +18.0% |
| 6M | +76.4% | -8.9% | +85.2% | +76.6% |
| YTD | +16.4% | +14.9% | +1.5% | +0.4% |
| 1Y | +9.3% | +41.4% | -32.1% | -15.2% |
| 3Y | +172.8% | +462.1% | -289.3% | +4.8% |
| 5Y | -53.4% | +224.0% | -277.4% | -78.3% |
| All | -53.4% | +217.3% | -270.7% | -78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling