+198.3%
W vs HBM
+169.3%
+29.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.7% | 0.0% | -2.6% |
| 7D | +1.1% | +2.4% | -1.3% | +0.5% |
| 30D | +6.4% | -16.0% | +22.4% | +11.8% |
| 3M | +9.0% | -21.3% | +30.3% | +16.3% |
| 6M | +69.8% | -12.2% | +82.0% | +72.9% |
| YTD | +12.1% | +10.7% | +1.4% | +4.6% |
| 1Y | 0.0% | +30.3% | -30.3% | -11.3% |
| 3Y | +160.3% | +432.2% | -271.9% | +54.4% |
| 5Y | -53.3% | +218.8% | -272.1% | -69.6% |
| 10Y | +217.0% | +281.4% | -64.4% | +57.5% |
| All | +198.3% | +169.3% | +29.0% | +42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling