+38.6%
ALB vs HBM
+281.1%
-242.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.0% |
| 7D | -5.8% | +2.2% | -8.0% | -6.6% |
| 30D | -4.5% | -11.8% | +7.3% | -0.8% |
| 3M | -28.1% | -19.2% | -8.9% | -23.4% |
| 6M | -53.2% | -22.9% | -30.3% | -50.2% |
| YTD | -33.3% | +7.8% | -41.1% | -37.6% |
| 1Y | -17.4% | +34.9% | -52.3% | -28.6% |
| 3Y | -14.1% | +422.2% | -436.3% | -53.4% |
| 5Y | -64.0% | +192.8% | -256.9% | -78.0% |
| All | +38.6% | +281.1% | -242.5% | -33.5% |
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