+276.1%
EBAY vs HBM
+619.2%
-343.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.6% |
| 7D | +4.2% | -3.3% | +7.5% | +4.5% |
| 30D | +5.6% | -4.8% | +10.5% | +6.0% |
| 3M | -1.4% | -0.4% | -1.0% | -2.2% |
| 6M | +18.2% | +17.9% | +0.3% | +13.8% |
| YTD | +24.8% | +33.7% | -8.9% | +17.5% |
| 1Y | +18.0% | +95.6% | -77.6% | +5.2% |
| 3Y | +160.3% | +458.1% | -297.9% | +95.8% |
| 5Y | +62.1% | +329.0% | -266.9% | +21.8% |
| All | +276.1% | +619.2% | -343.1% | +138.8% |
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