+63.7%
EL vs HBM
+281.1%
-217.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.3% |
| 7D | +1.5% | +2.2% | -0.7% | +1.0% |
| 30D | +10.0% | -11.8% | +21.8% | +12.5% |
| 3M | +28.4% | -19.2% | +47.6% | +33.4% |
| 6M | +37.1% | -22.9% | +59.9% | +41.5% |
| YTD | +7.8% | +7.8% | 0.0% | +2.7% |
| 1Y | +26.0% | +34.9% | -8.9% | +14.4% |
| 3Y | +3.8% | +422.2% | -418.4% | -30.4% |
| 5Y | -65.2% | +192.8% | -258.0% | -75.1% |
| All | +63.7% | +281.1% | -217.4% | -5.8% |
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