+1,101.7%
ARES vs HBM
+281.1%
+820.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.2% |
| 7D | +0.5% | +2.2% | -1.8% | 0.0% |
| 30D | +19.7% | -11.8% | +31.5% | +22.4% |
| 3M | -9.0% | -19.2% | +10.2% | -5.5% |
| 6M | +11.5% | -22.9% | +34.4% | +15.6% |
| YTD | -13.8% | +7.8% | -21.6% | -18.5% |
| 1Y | -5.6% | +34.9% | -40.5% | -15.1% |
| 3Y | +36.1% | +422.2% | -386.1% | -12.9% |
| 5Y | +82.7% | +192.8% | -110.1% | +26.4% |
| All | +1,101.7% | +281.1% | +820.5% | +529.3% |
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