+0.1%
DOW vs HBM
+209.1%
-209.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | +5.2% | +2.2% | +3.0% | +4.4% |
| 30D | +13.2% | -11.8% | +25.0% | +16.1% |
| 3M | +10.1% | -19.2% | +29.3% | +14.6% |
| 6M | -13.1% | -22.9% | +9.8% | -10.4% |
| YTD | +46.1% | +7.8% | +38.3% | +31.9% |
| 1Y | +50.0% | +34.9% | +15.1% | +26.1% |
| 3Y | -20.2% | +422.2% | -442.4% | -58.7% |
| 5Y | -27.7% | +192.8% | -220.5% | -58.4% |
| All | +0.1% | +209.1% | -209.0% | -59.0% |
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