-62.4%
W vs HBM
+395.3%
-457.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.8% | -5.2% | -1.9% |
| 7D | +6.5% | +7.4% | -0.9% | +3.2% |
| 30D | -6.2% | +5.1% | -11.3% | -8.6% |
| 3M | +48.9% | +11.1% | +37.7% | +39.3% |
| 6M | +31.2% | +30.2% | +1.0% | +12.2% |
| YTD | -0.4% | +46.2% | -46.7% | -21.6% |
| 1Y | +14.8% | +120.0% | -105.2% | -26.2% |
| 3Y | +40.5% | +527.4% | -486.9% | -46.0% |
| All | -62.4% | +395.3% | -457.7% | -83.7% |
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