+1,401.1%
BLK vs HBM
+649.7%
+751.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | -2.7% | +5.5% | -8.2% | -3.8% |
| 30D | -4.8% | +3.3% | -8.0% | -5.6% |
| 3M | +6.5% | +12.7% | -6.2% | +2.9% |
| 6M | +13.1% | +28.2% | -15.0% | +5.3% |
| YTD | +1.8% | +45.3% | -43.5% | -8.6% |
| 1Y | -1.0% | +121.7% | -122.7% | -19.0% |
| 3Y | +66.0% | +523.5% | -457.6% | +5.0% |
| 5Y | +31.2% | +393.9% | -362.7% | -17.1% |
| 10Y | +278.5% | +647.9% | -369.4% | +81.9% |
| All | +1,401.1% | +649.7% | +751.4% | +410.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling