+533.2%
XYZ vs HBM
+579.9%
-46.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -1.0% | -6.4% | +5.4% | +0.9% |
| 30D | -1.7% | +5.9% | -7.6% | -3.5% |
| 3M | +16.7% | -8.9% | +25.7% | +17.9% |
| 6M | +26.9% | +10.7% | +16.2% | +19.8% |
| YTD | +27.1% | +38.3% | -11.1% | +11.4% |
| 1Y | +9.3% | +121.3% | -112.1% | -16.9% |
| 3Y | +42.3% | +450.6% | -408.3% | -19.0% |
| 5Y | -69.3% | +338.0% | -407.3% | -82.0% |
| 10Y | +586.8% | +578.6% | +8.2% | +219.5% |
| All | +533.2% | +579.9% | -46.7% | +146.4% |
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 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