+62.6%
XYZ vs HBM
+424.8%
-362.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +3.1% |
| 7D | -1.1% | +2.2% | -3.3% | -1.7% |
| 30D | +11.5% | -11.8% | +23.3% | +15.2% |
| 3M | +1.8% | -19.2% | +21.0% | +7.3% |
| 6M | +21.2% | -22.9% | +44.1% | +27.2% |
| YTD | +29.9% | +7.8% | +22.1% | +17.8% |
| 1Y | +35.8% | +34.9% | +0.8% | +12.8% |
| 3Y | +62.6% | +422.2% | -359.6% | -33.0% |
| All | +62.6% | +424.8% | -362.2% | -33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling