+1,003.0%
BE vs HBM
+402.0%
+601.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.5% | +7.2% | +6.9% |
| 7D | +9.0% | -3.3% | +12.3% | +10.9% |
| 30D | +16.3% | -4.8% | +21.1% | +18.7% |
| 3M | +10.8% | -0.4% | +11.2% | +10.9% |
| 6M | +73.2% | +17.9% | +55.3% | +57.3% |
| YTD | +217.4% | +33.7% | +183.6% | +170.9% |
| 1Y | +309.8% | +95.6% | +214.2% | +194.5% |
| 3Y | +1,726.2% | +458.1% | +1,268.0% | +664.5% |
| 5Y | +1,306.2% | +329.0% | +977.2% | +522.9% |
| All | +1,003.0% | +402.0% | +601.0% | +209.3% |
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