+69.0%
F vs HBM
+274.8%
-205.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.1% | -1.3% | -0.9% | -2.0% |
| 30D | +3.3% | -14.8% | +18.2% | +6.7% |
| 3M | -11.3% | -20.7% | +9.4% | -7.5% |
| 6M | +5.3% | -13.9% | +19.2% | +6.5% |
| YTD | -2.2% | +10.6% | -12.8% | -8.1% |
| 1Y | -3.5% | +32.4% | -35.9% | -13.2% |
| 3Y | +49.5% | +432.0% | -382.5% | -8.4% |
| 5Y | -13.5% | +205.5% | -219.0% | -42.8% |
| 10Y | +69.0% | +291.1% | -222.1% | -16.4% |
| All | +69.0% | +274.8% | -205.8% | -16.4% |
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