+215.4%
ADSK vs HBM
+619.2%
-403.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -2.5% | -3.3% | +0.8% | -2.1% |
| 30D | -14.9% | -4.8% | -10.1% | -14.4% |
| 3M | +3.3% | -0.4% | +3.7% | +2.1% |
| 6M | -15.7% | +17.9% | -33.5% | -20.7% |
| YTD | -28.2% | +33.7% | -62.0% | -35.1% |
| 1Y | -34.5% | +95.6% | -130.1% | -45.8% |
| 3Y | -2.9% | +458.1% | -461.0% | -38.8% |
| 5Y | -25.3% | +329.0% | -354.3% | -52.7% |
| All | +215.4% | +619.2% | -403.8% | +51.6% |
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