+1,278.0%
AAPL vs HBM
+619.2%
+658.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | +3.8% | -3.3% | +7.1% | +4.2% |
| 30D | +9.9% | -4.8% | +14.8% | +10.4% |
| 3M | +12.5% | -0.4% | +12.9% | +11.5% |
| 6M | +27.6% | +17.9% | +9.8% | +22.0% |
| YTD | +22.6% | +33.7% | -11.2% | +13.8% |
| 1Y | +45.0% | +95.6% | -50.6% | +25.7% |
| 3Y | +87.8% | +458.1% | -370.4% | +32.2% |
| 5Y | +128.7% | +329.0% | -200.3% | +61.2% |
| All | +1,278.0% | +619.2% | +658.8% | +710.0% |
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