+86.4%
F vs HBM
+599.4%
-513.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +5.8% | -10.0% | -5.5% |
| 7D | +1.2% | +7.4% | -6.2% | -0.6% |
| 30D | +1.2% | +5.1% | -3.8% | -0.2% |
| 3M | -5.7% | +11.1% | -16.8% | -8.9% |
| 6M | +17.9% | +30.2% | -12.3% | +8.9% |
| YTD | +10.4% | +46.2% | -35.8% | -1.7% |
| 1Y | +25.3% | +120.0% | -94.7% | +0.7% |
| 3Y | +37.5% | +527.4% | -490.0% | -17.9% |
| 5Y | +46.5% | +400.4% | -353.9% | -12.4% |
| 10Y | +86.4% | +621.5% | -535.1% | -12.8% |
| All | +86.4% | +599.4% | -513.1% | -12.8% |
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