+197.7%
EXC vs HBM
+301.8%
-104.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | 0.0% |
| 7D | +0.1% | +2.4% | -2.3% | -0.1% |
| 30D | +9.0% | -16.0% | +25.0% | +10.1% |
| 3M | +3.3% | -21.3% | +24.6% | +4.6% |
| 6M | +5.7% | -12.2% | +17.9% | +5.6% |
| YTD | +7.3% | +10.7% | -3.3% | +4.7% |
| 1Y | +2.9% | +30.3% | -27.4% | -0.9% |
| 3Y | +29.3% | +432.2% | -402.9% | +7.8% |
| 5Y | +40.1% | +218.8% | -178.7% | +19.1% |
| 10Y | +197.7% | +281.4% | -83.7% | +113.8% |
| All | +197.7% | +301.8% | -104.1% | +113.8% |
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