-63.9%
XYZ vs HBM
+205.9%
-269.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.1% |
| 7D | +12.1% | -3.6% | +15.8% | +13.8% |
| 30D | +12.4% | -19.2% | +31.5% | +20.9% |
| 3M | +8.2% | -20.5% | +28.7% | +16.0% |
| 6M | +20.7% | -12.8% | +33.5% | +21.5% |
| YTD | +31.3% | +5.4% | +25.9% | +17.9% |
| 1Y | +20.5% | +33.0% | -12.4% | -2.4% |
| 3Y | +72.6% | +357.3% | -284.7% | -27.1% |
| All | -63.9% | +205.9% | -269.8% | -80.4% |
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