-44.0%
ACHR vs HBM
+283.9%
-327.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.6% |
| 7D | -2.3% | -3.3% | +1.0% | -1.2% |
| 30D | -11.3% | -4.8% | -6.5% | -10.2% |
| 3M | +5.3% | -0.4% | +5.7% | +4.2% |
| 6M | -13.2% | +17.9% | -31.1% | -19.6% |
| YTD | -25.8% | +33.7% | -59.5% | -34.9% |
| 1Y | -34.3% | +95.6% | -129.9% | -49.8% |
| 3Y | -19.9% | +458.1% | -478.1% | -58.0% |
| 5Y | -42.7% | +329.0% | -371.7% | -68.9% |
| All | -44.0% | +283.9% | -327.9% | -70.7% |
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