+247.4%
A vs HBM
+619.2%
-371.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.1% | +2.7% |
| 7D | -2.6% | -3.3% | +0.7% | -2.2% |
| 30D | -0.9% | -4.8% | +3.9% | -0.3% |
| 3M | +13.6% | -0.4% | +14.1% | +12.8% |
| 6M | +27.8% | +17.9% | +10.0% | +22.5% |
| YTD | +8.6% | +33.7% | -25.1% | +1.2% |
| 1Y | +16.9% | +95.6% | -78.7% | +1.7% |
| 3Y | +32.9% | +458.1% | -425.2% | -5.0% |
| 5Y | -14.1% | +329.0% | -343.1% | -38.5% |
| All | +247.4% | +619.2% | -371.8% | +100.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling