-46.5%
COMP vs HBM
+231.9%
-278.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +9.0% | -3.3% | +2.8% |
| 7D | +14.5% | +5.0% | +9.5% | +12.9% |
| 30D | +14.9% | -12.7% | +27.7% | +19.8% |
| 3M | -14.2% | -17.4% | +3.2% | -9.7% |
| 6M | +23.7% | -8.9% | +32.6% | +23.2% |
| YTD | +2.1% | +14.9% | -12.8% | -7.7% |
| 1Y | +26.2% | +41.4% | -15.2% | +5.7% |
| 3Y | +470.9% | +462.1% | +8.8% | +150.6% |
| 5Y | -14.0% | +224.0% | -238.0% | -55.8% |
| All | -46.5% | +231.9% | -278.4% | -72.6% |
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