+278.8%
HBM vs ALLE
+208.6%
+70.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.1% |
| 7D | +5.1% | +1.6% | +3.5% | +4.1% |
| 30D | -15.8% | +24.1% | -39.9% | -27.4% |
| 3M | -22.4% | +14.8% | -37.2% | -29.7% |
| 6M | -20.2% | +45.9% | -66.1% | -39.1% |
| YTD | +9.0% | +20.7% | -11.7% | -6.1% |
| 1Y | +27.4% | +14.2% | +13.2% | +13.9% |
| 3Y | +424.2% | +90.7% | +333.6% | +220.5% |
| 5Y | +196.1% | +50.6% | +145.6% | +109.7% |
| All | +278.8% | +208.6% | +70.3% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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