-34.2%
BAX vs HBM
+275.0%
-309.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +0.3% |
| 7D | +3.6% | +2.4% | +1.3% | +3.4% |
| 30D | +8.5% | -16.0% | +24.5% | +9.9% |
| 3M | -4.9% | -21.3% | +16.5% | -3.3% |
| 6M | +47.0% | -12.2% | +59.2% | +47.0% |
| YTD | +38.4% | +10.7% | +27.8% | +35.1% |
| 1Y | +49.1% | +30.3% | +18.8% | +43.4% |
| 3Y | -14.9% | +432.2% | -447.1% | -28.1% |
| 5Y | -63.1% | +218.8% | -281.9% | -68.4% |
| All | -34.2% | +275.0% | -309.2% | -48.2% |
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