+39.4%
BEN vs HBM
+392.2%
-352.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | +3.4% | +5.5% | -2.2% | +2.2% |
| 30D | +1.8% | +3.3% | -1.5% | +0.9% |
| 3M | +8.4% | +12.7% | -4.3% | +4.9% |
| 6M | +35.6% | +28.2% | +7.4% | +26.3% |
| YTD | +46.4% | +45.3% | +1.1% | +30.7% |
| 1Y | +46.3% | +121.7% | -75.4% | +17.8% |
| 3Y | +54.6% | +523.5% | -468.9% | -8.0% |
| 5Y | +39.4% | +393.9% | -354.5% | -18.1% |
| All | +39.4% | +392.2% | -352.8% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling