+140.1%
BP vs HBM
+285.4%
-145.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.5% |
| 7D | +2.5% | +5.1% | -2.5% | +1.3% |
| 30D | -5.6% | -15.8% | +10.2% | -2.6% |
| 3M | +8.0% | -22.4% | +30.4% | +12.7% |
| 6M | +5.7% | -20.2% | +25.9% | +7.7% |
| YTD | +36.8% | +9.0% | +27.8% | +26.6% |
| 1Y | +30.7% | +27.4% | +3.4% | +16.1% |
| 3Y | +51.6% | +424.2% | -372.6% | -10.4% |
| 5Y | +112.2% | +196.1% | -83.9% | +36.4% |
| All | +140.1% | +285.4% | -145.4% | +14.3% |
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