+985.8%
ASX vs HBM
+281.1%
+704.6%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.7% |
| 7D | +12.4% | +2.2% | +10.1% | +11.7% |
| 30D | -19.8% | -11.8% | -8.0% | -16.4% |
| 3M | -10.3% | -19.2% | +8.9% | -4.3% |
| 6M | +1.2% | -22.9% | +24.1% | +9.0% |
| YTD | +123.0% | +7.8% | +115.2% | +118.7% |
| 1Y | +145.4% | +34.9% | +110.5% | +127.5% |
| 3Y | +368.6% | +422.2% | -53.6% | +205.1% |
| 5Y | +486.0% | +192.8% | +293.2% | +312.1% |
| All | +985.8% | +281.1% | +704.6% | +505.4% |
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