-2.5%
BND vs HBM
+336.0%
-338.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.5% | +6.9% | -0.5% |
| 7D | -0.9% | -3.7% | +2.8% | -0.9% |
| 30D | -1.0% | -3.7% | +2.7% | -0.9% |
| 3M | -1.2% | +8.0% | -9.2% | -1.4% |
| 6M | -2.0% | +15.8% | -17.8% | -2.3% |
| YTD | -1.2% | +34.4% | -35.5% | -1.7% |
| 1Y | -0.5% | +98.2% | -98.6% | -1.6% |
| 3Y | +12.4% | +476.6% | -464.2% | +9.1% |
| 5Y | -2.5% | +331.1% | -333.6% | -5.0% |
| All | -2.5% | +336.0% | -338.5% | -5.0% |
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