+196.5%
ECL vs HBM
+274.8%
-78.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -2.3% | -1.3% | -1.0% | -2.2% |
| 30D | +8.3% | -14.8% | +23.1% | +10.3% |
| 3M | +8.4% | -20.7% | +29.1% | +11.2% |
| 6M | +23.3% | -13.9% | +37.2% | +23.7% |
| YTD | +18.2% | +10.6% | +7.6% | +13.5% |
| 1Y | +18.8% | +32.4% | -13.6% | +11.0% |
| 3Y | +78.5% | +432.0% | -353.5% | +30.4% |
| 5Y | +40.1% | +205.5% | -165.4% | +7.1% |
| 10Y | +196.5% | +291.1% | -94.6% | +77.7% |
| All | +196.5% | +274.8% | -78.3% | +77.7% |
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