+286.5%
C vs HBM
+599.4%
-312.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.8% | -6.5% | -2.1% |
| 7D | +3.2% | +7.4% | -4.2% | +1.4% |
| 30D | +1.3% | +5.1% | -3.8% | -0.2% |
| 3M | +3.1% | +11.1% | -8.0% | -0.6% |
| 6M | +29.6% | +30.2% | -0.6% | +18.7% |
| YTD | +19.0% | +46.2% | -27.3% | +4.4% |
| 1Y | +45.6% | +120.0% | -74.4% | +14.6% |
| 3Y | +269.3% | +527.4% | -258.1% | +112.1% |
| 5Y | +131.6% | +400.4% | -268.8% | +31.3% |
| 10Y | +286.5% | +621.5% | -335.0% | +56.7% |
| All | +286.5% | +599.4% | -312.9% | +56.7% |
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