+160.8%
EXC vs HBM
+625.8%
-465.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | +0.1% | -0.5% |
| 7D | +0.3% | +5.5% | -5.2% | 0.0% |
| 30D | -0.9% | +3.3% | -4.1% | -1.2% |
| 3M | -2.7% | +12.7% | -15.3% | -3.8% |
| 6M | -9.4% | +28.2% | -37.6% | -11.8% |
| YTD | +3.0% | +45.3% | -42.3% | -1.0% |
| 1Y | +5.1% | +121.7% | -116.6% | -2.5% |
| 3Y | +20.6% | +523.5% | -502.9% | +0.1% |
| 5Y | +45.7% | +393.9% | -348.2% | +20.2% |
| 10Y | +160.8% | +647.9% | -487.1% | +72.6% |
| All | +160.8% | +625.8% | -465.0% | +72.6% |
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