+28.1%
XYZ vs HBM
+31.9%
-3.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.7% | +0.3% | -2.7% |
| 7D | +12.6% | +2.4% | +10.2% | +12.2% |
| 30D | +10.8% | -16.0% | +26.8% | +13.8% |
| 3M | +8.4% | -21.3% | +29.7% | +12.2% |
| 6M | +14.3% | -12.2% | +26.6% | +15.3% |
| YTD | +31.5% | +10.7% | +20.8% | +19.6% |
| 1Y | +28.1% | +30.3% | -2.2% | +6.2% |
| All | +28.1% | +31.9% | -3.7% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling