+125.6%
EW vs HBM
+625.8%
-500.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.6% |
| 7D | -5.1% | +5.5% | -10.6% | -5.7% |
| 30D | -6.4% | +3.3% | -9.6% | -6.9% |
| 3M | -1.6% | +12.7% | -14.2% | -3.6% |
| 6M | +2.3% | +28.2% | -25.9% | -2.1% |
| YTD | +1.1% | +45.3% | -44.2% | -5.2% |
| 1Y | +8.0% | +121.7% | -113.7% | -4.5% |
| 3Y | +16.3% | +523.5% | -507.2% | -12.8% |
| 5Y | -29.4% | +393.9% | -423.3% | -47.2% |
| 10Y | +125.6% | +647.9% | -522.3% | +20.8% |
| All | +125.6% | +625.8% | -500.2% | +20.8% |
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