+1,008.4%
ASX vs HBM
+285.4%
+723.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.5% | -2.6% | -3.6% |
| 7D | +22.1% | +5.1% | +17.1% | +20.5% |
| 30D | -23.8% | -15.8% | -8.0% | -19.5% |
| 3M | -7.6% | -22.4% | +14.8% | -0.5% |
| 6M | +6.9% | -20.2% | +27.2% | +14.2% |
| YTD | +127.7% | +9.0% | +118.7% | +122.5% |
| 1Y | +144.5% | +27.4% | +117.2% | +129.6% |
| 3Y | +377.8% | +424.2% | -46.4% | +210.6% |
| 5Y | +498.2% | +196.1% | +302.1% | +319.4% |
| All | +1,008.4% | +285.4% | +723.0% | +516.1% |
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