+67.3%
DD vs HBM
+622.7%
-555.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.5% | +7.1% | +1.3% |
| 7D | -2.9% | -3.7% | +0.8% | -2.2% |
| 30D | -11.5% | -3.7% | -7.8% | -11.0% |
| 3M | -5.4% | +8.0% | -13.4% | -8.2% |
| 6M | -6.9% | +15.8% | -22.7% | -12.1% |
| YTD | +6.9% | +34.4% | -27.5% | -3.4% |
| 1Y | +35.6% | +98.2% | -62.5% | +10.6% |
| 3Y | +42.5% | +476.6% | -434.0% | -13.5% |
| 5Y | +58.5% | +331.1% | -272.6% | -2.5% |
| All | +67.3% | +622.7% | -555.4% | -20.6% |
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