+54.2%
AR vs HBM
+285.4%
-231.2%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.7% |
| 7D | +6.4% | +5.1% | +1.4% | +4.7% |
| 30D | +3.1% | -15.8% | +18.9% | +7.6% |
| 3M | +3.3% | -22.4% | +25.7% | +9.4% |
| 6M | +6.6% | -20.2% | +26.8% | +8.9% |
| YTD | +12.3% | +9.0% | +3.3% | -0.7% |
| 1Y | +12.3% | +27.4% | -15.0% | -6.0% |
| 3Y | +50.4% | +424.2% | -373.8% | -28.5% |
| 5Y | +101.0% | +196.1% | -95.1% | +8.2% |
| All | +54.2% | +285.4% | -231.2% | -40.9% |
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