-68.9%
XYZ vs HBM
+349.4%
-418.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -1.0% | -6.4% | +5.4% | +1.5% |
| 30D | -1.7% | +5.9% | -7.6% | -4.2% |
| 3M | +16.7% | -8.9% | +25.7% | +18.2% |
| 6M | +26.9% | +10.7% | +16.2% | +16.9% |
| YTD | +27.1% | +38.3% | -11.1% | +4.7% |
| 1Y | +9.3% | +121.3% | -112.1% | -27.3% |
| 3Y | +42.3% | +450.6% | -408.3% | -41.8% |
| All | -68.9% | +349.4% | -418.2% | -85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling