-64.8%
Z vs HBM
+349.4%
-414.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | -3.0% | -6.4% | +3.3% | -1.5% |
| 30D | -4.2% | +5.9% | -10.1% | -5.8% |
| 3M | -3.7% | -8.9% | +5.2% | -3.1% |
| 6M | -24.5% | +10.7% | -35.2% | -28.8% |
| YTD | -49.3% | +38.3% | -87.6% | -56.0% |
| 1Y | -58.7% | +121.3% | -180.0% | -69.3% |
| 3Y | -34.1% | +450.6% | -484.7% | -65.1% |
| All | -64.8% | +349.4% | -414.2% | -80.5% |
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