+98.2%
DD vs HBM
+281.1%
-182.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.3% |
| 7D | +5.0% | +2.2% | +2.7% | +4.4% |
| 30D | +19.7% | -11.8% | +31.5% | +22.9% |
| 3M | +7.2% | -19.2% | +26.4% | +11.8% |
| 6M | +1.0% | -22.9% | +23.9% | +5.1% |
| YTD | +29.1% | +7.8% | +21.3% | +22.1% |
| 1Y | +28.5% | +34.9% | -6.4% | +14.9% |
| 3Y | +89.4% | +422.2% | -332.8% | +16.6% |
| 5Y | +67.1% | +192.8% | -125.7% | +11.7% |
| All | +98.2% | +281.1% | -182.9% | +1.7% |
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