+5.2%
XYZ vs HBM
+117.5%
-112.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -3.7% | +5.5% | -9.2% | -4.7% |
| 30D | +0.5% | +3.3% | -2.8% | -0.2% |
| 3M | +16.3% | +12.7% | +3.6% | +13.1% |
| 6M | +21.1% | +28.2% | -7.0% | +14.3% |
| YTD | +22.0% | +45.3% | -23.3% | +9.2% |
| 1Y | +5.2% | +121.7% | -116.6% | -15.2% |
| All | +5.2% | +117.5% | -112.4% | -15.2% |
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