+74.3%
F vs HBM
+301.8%
-227.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | +0.1% |
| 7D | +1.0% | +2.4% | -1.4% | +0.3% |
| 30D | +2.1% | -16.0% | +18.1% | +5.7% |
| 3M | -10.3% | -21.3% | +11.1% | -6.2% |
| 6M | +3.3% | -12.2% | +15.5% | +3.9% |
| YTD | -2.0% | +10.7% | -12.7% | -7.8% |
| 1Y | -2.3% | +30.3% | -32.6% | -11.7% |
| 3Y | +49.9% | +432.2% | -382.4% | -8.1% |
| 5Y | -12.5% | +218.8% | -231.3% | -42.7% |
| 10Y | +74.3% | +281.4% | -207.1% | -12.2% |
| All | +74.3% | +301.8% | -227.5% | -12.2% |
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