+580.0%
XYZ vs HBM
+599.4%
-19.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.8% | -9.0% | -5.0% |
| 7D | +2.9% | +7.4% | -4.5% | +0.5% |
| 30D | +1.4% | +5.1% | -3.7% | -0.5% |
| 3M | +14.6% | +11.1% | +3.4% | +9.0% |
| 6M | +20.8% | +30.2% | -9.5% | +7.6% |
| YTD | +23.1% | +46.2% | -23.2% | +3.9% |
| 1Y | +5.6% | +120.0% | -114.4% | -22.5% |
| 3Y | +50.9% | +527.4% | -476.5% | -24.2% |
| 5Y | -68.6% | +400.4% | -468.9% | -83.6% |
| 10Y | +580.0% | +621.5% | -41.5% | +174.9% |
| All | +580.0% | +599.4% | -19.5% | +174.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling