+110.7%
ED vs HBM
+625.8%
-515.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.7% |
| 7D | -0.2% | +5.5% | -5.7% | -0.2% |
| 30D | +1.9% | +3.3% | -1.3% | +1.9% |
| 3M | +1.9% | +12.7% | -10.8% | +1.8% |
| 6M | -2.3% | +28.2% | -30.5% | -2.5% |
| YTD | +10.9% | +45.3% | -34.4% | +10.4% |
| 1Y | +14.5% | +121.7% | -107.2% | +13.4% |
| 3Y | +33.4% | +523.5% | -490.1% | +29.1% |
| 5Y | +67.3% | +393.9% | -326.6% | +61.6% |
| 10Y | +110.7% | +647.9% | -537.2% | +89.5% |
| All | +110.7% | +625.8% | -515.2% | +89.5% |
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