+40.6%
ALB vs HBM
+285.4%
-244.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.7% |
| 7D | -3.6% | +5.1% | -8.6% | -5.3% |
| 30D | -2.9% | -15.8% | +12.9% | +2.4% |
| 3M | -25.8% | -22.4% | -3.4% | -20.0% |
| 6M | -53.6% | -20.2% | -33.3% | -51.2% |
| YTD | -32.4% | +9.0% | -41.4% | -37.0% |
| 1Y | -13.0% | +27.4% | -40.4% | -23.5% |
| 3Y | -15.0% | +424.2% | -439.2% | -53.9% |
| 5Y | -63.5% | +196.1% | -259.6% | -77.7% |
| All | +40.6% | +285.4% | -244.9% | -32.8% |
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