-33.1%
BAX vs HBM
+281.1%
-314.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | +0.1% | +2.2% | -2.2% | -0.1% |
| 30D | +4.1% | -11.8% | +15.9% | +5.0% |
| 3M | -4.5% | -19.2% | +14.7% | -3.2% |
| 6M | +49.2% | -22.9% | +72.1% | +51.0% |
| YTD | +35.2% | +7.8% | +27.5% | +32.2% |
| 1Y | +38.3% | +34.9% | +3.4% | +32.6% |
| 3Y | -19.0% | +422.2% | -441.2% | -31.5% |
| 5Y | -64.2% | +192.8% | -257.0% | -69.1% |
| All | -33.1% | +281.1% | -314.3% | -47.4% |
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