+529.4%
XYZ vs HBM
+436.0%
+93.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.6% | -3.6% |
| 7D | -2.1% | +5.1% | -7.2% | -3.4% |
| 30D | +7.0% | -15.8% | +22.8% | +11.8% |
| 3M | +5.1% | -22.4% | +27.5% | +11.6% |
| 6M | +14.1% | -20.2% | +34.3% | +18.2% |
| YTD | +26.4% | +9.0% | +17.4% | +17.3% |
| 1Y | +25.1% | +27.4% | -2.3% | +11.0% |
| 3Y | +59.7% | +424.2% | -364.5% | -8.1% |
| 5Y | -63.8% | +196.1% | -259.9% | -76.6% |
| 10Y | +592.4% | +285.4% | +307.0% | +253.8% |
| All | +529.4% | +436.0% | +93.3% | +159.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling