+672.3%
AU vs HBM
+619.2%
+53.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -4.3% | -3.3% | -1.0% | -3.4% |
| 30D | +7.3% | -4.8% | +12.1% | +9.0% |
| 3M | +26.3% | -0.4% | +26.7% | +26.3% |
| 6M | +1.8% | +17.9% | -16.1% | -2.8% |
| YTD | +26.8% | +33.7% | -6.9% | +18.1% |
| 1Y | +66.7% | +95.6% | -28.9% | +41.5% |
| 3Y | +579.1% | +458.1% | +120.9% | +339.8% |
| 5Y | +689.3% | +329.0% | +360.3% | +419.1% |
| All | +672.3% | +619.2% | +53.1% | +284.3% |
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