+59.0%
BND vs HBM
+613.3%
-554.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | 0.0% |
| 7D | -0.1% | -6.4% | +6.2% | -0.1% |
| 30D | -0.4% | +5.9% | -6.3% | -0.4% |
| 3M | -0.6% | -8.9% | +8.3% | -0.6% |
| 6M | -1.4% | +10.7% | -12.1% | -1.5% |
| YTD | -0.2% | +38.3% | -38.5% | -0.3% |
| 1Y | +1.3% | +121.3% | -120.1% | +1.2% |
| 3Y | +13.2% | +450.6% | -437.4% | +13.1% |
| 5Y | -1.6% | +338.0% | -339.6% | -1.6% |
| 10Y | +15.5% | +578.6% | -563.1% | +15.8% |
| All | +59.0% | +613.3% | -554.3% | +60.8% |
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