+953.0%
ARES vs HBM
+622.7%
+330.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.5% | +4.7% | -1.2% |
| 7D | -7.7% | -3.7% | -4.0% | -7.0% |
| 30D | -8.7% | -3.7% | -5.1% | -8.3% |
| 3M | +2.8% | +8.0% | -5.2% | +0.2% |
| 6M | +23.1% | +15.8% | +7.3% | +16.8% |
| YTD | -17.3% | +34.4% | -51.6% | -24.8% |
| 1Y | -24.3% | +98.2% | -122.5% | -37.4% |
| 3Y | +34.9% | +476.6% | -441.7% | -14.7% |
| 5Y | +93.5% | +331.1% | -237.6% | +24.7% |
| All | +953.0% | +622.7% | +330.3% | +430.4% |
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