+155.6%
ECL vs HBM
+625.8%
-470.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | -2.7% | +5.5% | -8.3% | -3.5% |
| 30D | -4.3% | +3.3% | -7.6% | -4.8% |
| 3M | +3.2% | +12.7% | -9.4% | +0.9% |
| 6M | -2.9% | +28.2% | -31.1% | -7.5% |
| YTD | +4.3% | +45.3% | -41.1% | -3.0% |
| 1Y | +1.6% | +121.7% | -120.1% | -11.4% |
| 3Y | +54.3% | +523.5% | -469.3% | +11.1% |
| 5Y | +26.5% | +393.9% | -367.4% | -9.4% |
| 10Y | +155.6% | +647.9% | -492.3% | +43.2% |
| All | +155.6% | +625.8% | -470.3% | +43.2% |
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