+588.2%
HBM vs ACM
+134.0%
+454.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -1.2% |
| 7D | -3.3% | -4.6% | +1.3% | 0.0% |
| 30D | -4.8% | +4.1% | -8.9% | -8.3% |
| 3M | -0.4% | -8.3% | +7.9% | +3.2% |
| 6M | +17.9% | -30.1% | +47.9% | +47.3% |
| YTD | +33.7% | -32.6% | +66.3% | +68.4% |
| 1Y | +95.6% | -49.6% | +145.2% | +205.7% |
| 3Y | +458.1% | -23.0% | +481.2% | +510.0% |
| 5Y | +329.0% | +2.0% | +327.0% | +281.6% |
| All | +588.2% | +134.0% | +454.2% | +249.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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