+148.0%
ADBE vs HBM
+622.7%
-474.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -7.5% | +5.2% | -1.4% |
| 7D | -12.9% | -3.7% | -9.2% | -12.6% |
| 30D | -5.6% | -3.7% | -2.0% | -5.4% |
| 3M | +6.6% | +8.0% | -1.4% | +4.6% |
| 6M | -9.6% | +15.8% | -25.3% | -12.9% |
| YTD | -28.9% | +34.4% | -63.3% | -33.6% |
| 1Y | -28.9% | +98.2% | -127.1% | -37.7% |
| 3Y | -55.6% | +476.6% | -532.2% | -68.0% |
| 5Y | -62.2% | +331.1% | -393.3% | -72.6% |
| All | +148.0% | +622.7% | -474.6% | +49.2% |
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