+67.2%
F vs HBM
+285.4%
-218.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.5% |
| 7D | -3.9% | +5.1% | -8.9% | -5.0% |
| 30D | -0.5% | -15.8% | +15.3% | +3.0% |
| 3M | -12.9% | -22.4% | +9.5% | -8.7% |
| 6M | +1.5% | -20.2% | +21.8% | +4.5% |
| YTD | -5.0% | +9.0% | -14.0% | -10.4% |
| 1Y | -7.3% | +27.4% | -34.7% | -15.9% |
| 3Y | +45.3% | +424.2% | -379.0% | -10.7% |
| 5Y | -15.8% | +196.1% | -211.9% | -43.9% |
| All | +67.2% | +285.4% | -218.2% | -17.0% |
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