-12.1%
DOW vs HBM
+283.4%
-295.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | -1.4% | -3.3% | +1.9% | -0.7% |
| 30D | -3.9% | -4.8% | +0.9% | -3.2% |
| 3M | -12.7% | -0.4% | -12.3% | -14.1% |
| 6M | -13.7% | +17.9% | -31.6% | -21.5% |
| YTD | +28.4% | +33.7% | -5.3% | +10.7% |
| 1Y | +21.8% | +95.6% | -73.8% | -7.8% |
| 3Y | -35.7% | +458.1% | -493.8% | -66.8% |
| 5Y | -36.8% | +329.0% | -365.8% | -67.4% |
| All | -12.1% | +283.4% | -295.5% | -65.6% |
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