+271.2%
EW vs HBM
+281.1%
-9.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.4% |
| 7D | +4.9% | +2.2% | +2.7% | +4.6% |
| 30D | +23.9% | -11.8% | +35.7% | +25.5% |
| 3M | +15.8% | -19.2% | +35.0% | +18.0% |
| 6M | +31.7% | -22.9% | +54.5% | +33.9% |
| YTD | +25.7% | +7.8% | +17.9% | +21.7% |
| 1Y | +24.4% | +34.9% | -10.5% | +17.1% |
| 3Y | +65.9% | +422.2% | -356.3% | +27.2% |
| 5Y | -7.6% | +192.8% | -200.5% | -26.2% |
| All | +271.2% | +281.1% | -9.9% | +151.1% |
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