-49.3%
COMP vs HBM
+211.4%
-260.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.1% |
| 7D | 0.0% | +2.2% | -2.2% | -0.7% |
| 30D | +16.6% | -11.8% | +28.4% | +21.2% |
| 3M | -23.5% | -19.2% | -4.3% | -18.8% |
| 6M | +25.7% | -22.9% | +48.6% | +32.8% |
| YTD | -3.4% | +7.8% | -11.2% | -10.7% |
| 1Y | +7.6% | +34.9% | -27.3% | -8.3% |
| 3Y | +423.6% | +422.2% | +1.4% | +135.8% |
| 5Y | -10.6% | +192.8% | -203.4% | -52.8% |
| All | -49.3% | +211.4% | -260.7% | -73.5% |
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