+47.8%
AA vs HBM
+274.8%
-227.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +1.1% | -1.3% | +2.4% | +1.8% |
| 30D | -1.3% | -14.8% | +13.6% | +7.1% |
| 3M | -23.9% | -20.7% | -3.2% | -14.9% |
| 6M | -36.8% | -13.9% | -22.9% | -33.6% |
| YTD | -22.2% | +10.6% | -32.8% | -30.7% |
| 1Y | +10.4% | +32.4% | -22.0% | -10.8% |
| 3Y | +72.0% | +432.0% | -360.0% | -36.6% |
| 5Y | -15.6% | +205.5% | -221.1% | -60.3% |
| 10Y | +47.8% | +291.1% | -243.3% | -50.7% |
| All | +47.8% | +274.8% | -227.0% | -50.7% |
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