+304.1%
D vs HBM
+613.3%
-309.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.4% |
| 7D | +1.5% | -6.4% | +7.8% | +1.8% |
| 30D | -2.6% | +5.9% | -8.5% | -3.0% |
| 3M | 0.0% | -8.9% | +8.9% | +0.2% |
| 6M | +7.4% | +10.7% | -3.3% | +6.0% |
| YTD | +15.9% | +38.3% | -22.4% | +12.7% |
| 1Y | +18.1% | +121.3% | -103.2% | +11.6% |
| 3Y | +58.4% | +450.6% | -392.2% | +39.9% |
| 5Y | +5.2% | +338.0% | -332.8% | -7.4% |
| 10Y | +35.9% | +578.6% | -542.7% | +7.5% |
| All | +304.1% | +613.3% | -309.3% | +194.1% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling