+57.6%
AGG vs HBM
+649.7%
-592.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | -0.2% | +5.5% | -5.7% | -0.2% |
| 30D | -0.2% | +3.3% | -3.5% | -0.2% |
| 3M | -0.7% | +12.7% | -13.4% | -0.7% |
| 6M | -1.8% | +28.2% | -30.0% | -1.8% |
| YTD | -0.6% | +45.3% | -45.9% | -0.6% |
| 1Y | +0.4% | +121.7% | -121.3% | +0.3% |
| 3Y | +13.2% | +523.5% | -510.4% | +13.1% |
| 5Y | -2.0% | +393.9% | -395.9% | -2.0% |
| 10Y | +15.1% | +647.9% | -632.8% | +15.4% |
| All | +57.6% | +649.7% | -592.1% | +59.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling