+211.9%
B vs HBM
+625.8%
-413.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.3% |
| 7D | +1.0% | +5.5% | -4.5% | -0.2% |
| 30D | +9.5% | +3.3% | +6.2% | +8.7% |
| 3M | +14.3% | +12.7% | +1.7% | +11.1% |
| 6M | -1.9% | +28.2% | -30.1% | -7.4% |
| YTD | +4.1% | +45.3% | -41.2% | -4.0% |
| 1Y | +56.1% | +121.7% | -65.6% | +32.8% |
| 3Y | +202.0% | +523.5% | -321.5% | +109.0% |
| 5Y | +158.8% | +393.9% | -235.1% | +79.0% |
| 10Y | +211.9% | +647.9% | -436.0% | +79.9% |
| All | +211.9% | +625.8% | -413.9% | +79.9% |
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