+216.9%
B vs HBM
+285.4%
-68.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.7% | -2.8% |
| 7D | -6.2% | +5.1% | -11.3% | -7.3% |
| 30D | -6.6% | -15.8% | +9.2% | -2.8% |
| 3M | -7.9% | -22.4% | +14.5% | -2.4% |
| 6M | -16.8% | -20.2% | +3.4% | -12.7% |
| YTD | -11.7% | +9.0% | -20.7% | -13.1% |
| 1Y | +3.5% | +27.4% | -23.9% | -1.2% |
| 3Y | +165.7% | +424.2% | -258.5% | +92.2% |
| 5Y | +108.4% | +196.1% | -87.7% | +58.4% |
| All | +216.9% | +285.4% | -68.5% | +119.4% |
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