-36.9%
BAX vs HBM
+625.8%
-662.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | -5.1% | +5.5% | -10.6% | -5.6% |
| 30D | -12.2% | +3.3% | -15.5% | -12.5% |
| 3M | +21.8% | +12.7% | +9.2% | +20.0% |
| 6M | +36.3% | +28.2% | +8.1% | +32.1% |
| YTD | +27.8% | +45.3% | -17.5% | +22.1% |
| 1Y | -0.1% | +121.7% | -121.8% | -8.1% |
| 3Y | -33.3% | +523.5% | -556.8% | -44.6% |
| 5Y | -67.1% | +393.9% | -461.0% | -72.8% |
| 10Y | -36.9% | +647.9% | -684.8% | -55.7% |
| All | -36.9% | +625.8% | -662.8% | -55.7% |
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