+44.3%
AR vs HBM
+625.8%
-581.5%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -1.2% | +5.5% | -6.7% | -2.8% |
| 30D | +5.5% | +3.3% | +2.2% | +4.0% |
| 3M | +12.9% | +12.7% | +0.2% | +6.5% |
| 6M | +0.1% | +28.2% | -28.1% | -12.2% |
| YTD | +13.5% | +45.3% | -31.8% | -6.4% |
| 1Y | +21.6% | +121.7% | -100.1% | -14.1% |
| 3Y | +46.0% | +523.5% | -477.6% | -32.2% |
| 5Y | +143.7% | +393.9% | -250.2% | +13.7% |
| 10Y | +44.3% | +647.9% | -603.6% | -51.0% |
| All | +44.3% | +625.8% | -581.5% | -51.0% |
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