+48.3%
D vs HBM
+301.8%
-253.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +0.3% |
| 7D | +2.4% | +2.4% | 0.0% | +2.2% |
| 30D | +10.9% | -16.0% | +26.9% | +11.6% |
| 3M | +2.8% | -21.3% | +24.2% | +3.7% |
| 6M | +12.7% | -12.2% | +24.9% | +12.7% |
| YTD | +20.3% | +10.7% | +9.6% | +18.5% |
| 1Y | +17.1% | +30.3% | -13.2% | +14.3% |
| 3Y | +75.1% | +432.2% | -357.1% | +56.8% |
| 5Y | +13.1% | +218.8% | -205.7% | +2.5% |
| 10Y | +48.3% | +281.4% | -233.1% | +20.0% |
| All | +48.3% | +301.8% | -253.5% | +20.0% |
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