+295.3%
ESI vs HBM
+622.7%
-327.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -7.5% | +3.0% | -2.5% |
| 7D | -2.3% | -3.7% | +1.4% | -1.4% |
| 30D | -9.0% | -3.7% | -5.4% | -8.4% |
| 3M | -13.3% | +8.0% | -21.3% | -15.6% |
| 6M | +5.3% | +15.8% | -10.5% | -0.3% |
| YTD | +37.6% | +34.4% | +3.2% | +24.3% |
| 1Y | +33.6% | +98.2% | -64.6% | +8.3% |
| 3Y | +75.8% | +476.6% | -400.8% | +3.3% |
| 5Y | +68.6% | +331.1% | -262.5% | +0.6% |
| All | +295.3% | +622.7% | -327.3% | +54.2% |
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