+6,370.3%
AMD vs HBM
+293.3%
+6,077.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.6% | +9.4% | +10.5% |
| 7D | -11.0% | -3.6% | -7.4% | -9.6% |
| 30D | -30.5% | -19.2% | -11.3% | -24.8% |
| 3M | -8.2% | -20.5% | +12.3% | -0.7% |
| 6M | +6.6% | -12.8% | +19.4% | +11.9% |
| YTD | +109.7% | +5.4% | +104.2% | +106.1% |
| 1Y | +88.9% | +33.0% | +56.0% | +72.9% |
| 3Y | +301.8% | +357.3% | -55.5% | +145.7% |
| 5Y | +229.4% | +210.4% | +19.0% | +112.7% |
| All | +6,370.3% | +293.3% | +6,077.0% | +3,842.2% |
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