+384.5%
ALAB vs HBM
+332.0%
+52.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.7% | +4.4% |
| 7D | +9.6% | +5.5% | +4.1% | +6.2% |
| 30D | -5.3% | +3.3% | -8.5% | -7.7% |
| 3M | -12.0% | +12.7% | -24.7% | -18.4% |
| 6M | +145.7% | +28.2% | +117.5% | +108.7% |
| YTD | +80.7% | +45.3% | +35.3% | +40.0% |
| 1Y | +40.1% | +121.7% | -81.6% | -15.3% |
| All | +384.5% | +332.0% | +52.5% | +153.7% |
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