+35.3%
D vs HBM
+599.4%
-564.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.8% | -5.2% | +0.3% |
| 7D | +0.8% | +7.4% | -6.6% | +0.4% |
| 30D | -0.7% | +5.1% | -5.8% | -1.0% |
| 3M | +2.1% | +11.1% | -9.0% | +1.3% |
| 6M | +6.8% | +30.2% | -23.4% | +4.9% |
| YTD | +16.5% | +46.2% | -29.7% | +13.5% |
| 1Y | +19.2% | +120.0% | -100.9% | +13.5% |
| 3Y | +61.9% | +527.4% | -465.6% | +44.1% |
| 5Y | +6.5% | +400.4% | -393.8% | -5.3% |
| 10Y | +35.3% | +621.5% | -586.2% | +3.3% |
| All | +35.3% | +599.4% | -564.2% | +3.3% |
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