+133.9%
BP vs HBM
+625.8%
-491.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.9% |
| 7D | +4.0% | +5.5% | -1.5% | +2.8% |
| 30D | +7.8% | +3.3% | +4.6% | +6.7% |
| 3M | +8.4% | +12.7% | -4.3% | +4.2% |
| 6M | +15.1% | +28.2% | -13.1% | +5.1% |
| YTD | +36.4% | +45.3% | -8.9% | +19.8% |
| 1Y | +40.9% | +121.7% | -80.8% | +10.6% |
| 3Y | +38.8% | +523.5% | -484.7% | -19.8% |
| 5Y | +141.1% | +393.9% | -252.8% | +39.3% |
| 10Y | +133.9% | +647.9% | -514.0% | -1.1% |
| All | +133.9% | +625.8% | -491.9% | -1.1% |
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 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