+26.5%
EL vs HBM
+681.5%
-655.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.7% |
| 7D | -2.4% | +5.5% | -7.9% | -3.5% |
| 30D | +13.7% | +3.3% | +10.4% | +12.8% |
| 3M | +14.5% | +12.7% | +1.8% | +10.8% |
| 6M | +7.4% | +28.2% | -20.8% | -0.2% |
| YTD | -4.7% | +45.3% | -50.0% | -14.0% |
| 1Y | +12.9% | +121.7% | -108.8% | -7.2% |
| 3Y | -32.2% | +523.5% | -555.8% | -55.8% |
| 5Y | -68.4% | +393.9% | -462.3% | -79.2% |
| All | +26.5% | +681.5% | -655.0% | -32.9% |
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