-2.1%
BROS vs HBM
+246.4%
-248.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.1% | +7.6% | +6.8% |
| 7D | +6.3% | +2.2% | +4.1% | +5.7% |
| 30D | -8.3% | -11.8% | +3.5% | -5.4% |
| 3M | -29.8% | -19.2% | -10.6% | -26.4% |
| 6M | -25.8% | -22.9% | -2.9% | -22.9% |
| YTD | -41.4% | +7.8% | -49.2% | -45.1% |
| 1Y | -35.2% | +34.9% | -70.1% | -43.0% |
| 3Y | +32.8% | +422.2% | -389.4% | -22.9% |
| 5Y | -42.2% | +192.8% | -235.0% | -62.0% |
| All | -2.1% | +246.4% | -248.5% | -27.9% |
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