+163.6%
W vs HBM
+236.4%
-72.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.5% | +2.8% |
| 7D | -4.2% | -6.4% | +2.2% | -2.3% |
| 30D | -7.6% | +5.9% | -13.5% | -9.3% |
| 3M | +37.2% | -8.9% | +46.1% | +39.0% |
| 6M | +26.3% | +10.7% | +15.7% | +20.0% |
| YTD | -1.0% | +38.3% | -39.2% | -13.1% |
| 1Y | +20.1% | +121.3% | -101.3% | -8.6% |
| 3Y | +37.8% | +450.6% | -412.8% | -19.5% |
| 5Y | -63.7% | +338.0% | -401.6% | -78.3% |
| 10Y | +156.3% | +578.6% | -422.3% | +14.8% |
| All | +163.6% | +236.4% | -72.8% | +18.3% |
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