-53.1%
Z vs HBM
+194.0%
-247.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.7% |
| 7D | +0.8% | +2.2% | -1.4% | +0.4% |
| 30D | +5.2% | -11.8% | +17.0% | +7.8% |
| 3M | -17.0% | -19.2% | +2.2% | -13.8% |
| 6M | -22.7% | -22.9% | +0.2% | -20.3% |
| YTD | -56.3% | +7.8% | -64.1% | -60.2% |
| 1Y | -57.7% | +34.9% | -92.6% | -64.0% |
| 3Y | -16.5% | +422.2% | -438.8% | -56.1% |
| All | -53.1% | +194.0% | -247.1% | -71.8% |
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