+3,553.2%
FIX vs HBM
+281.1%
+3,272.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.1% |
| 7D | +9.4% | +2.2% | +7.2% | +8.9% |
| 30D | -27.8% | -11.8% | -16.0% | -25.3% |
| 3M | -35.6% | -19.2% | -16.3% | -32.1% |
| 6M | -45.2% | -22.9% | -22.3% | -42.1% |
| YTD | +19.5% | +7.8% | +11.7% | +15.8% |
| 1Y | +24.2% | +34.9% | -10.7% | +14.2% |
| 3Y | +494.2% | +422.2% | +72.0% | +294.6% |
| 5Y | +1,036.1% | +192.8% | +843.3% | +706.0% |
| All | +3,553.2% | +281.1% | +3,272.1% | +1,883.5% |
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