+87.3%
ALB vs HBM
+625.8%
-538.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.6% |
| 7D | -8.6% | +5.5% | -14.1% | -10.3% |
| 30D | -4.0% | +3.3% | -7.3% | -5.5% |
| 3M | -17.4% | +12.7% | -30.0% | -21.7% |
| 6M | -25.4% | +28.2% | -53.6% | -33.5% |
| YTD | -10.5% | +45.3% | -55.8% | -23.8% |
| 1Y | +75.8% | +121.7% | -45.9% | +29.7% |
| 3Y | -28.5% | +523.5% | -552.0% | -63.1% |
| 5Y | -45.1% | +393.9% | -439.0% | -71.1% |
| 10Y | +87.3% | +647.9% | -560.6% | -24.0% |
| All | +87.3% | +625.8% | -538.5% | -24.0% |
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