+588.2%
HBM vs ALLE
+158.4%
+429.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -1.4% |
| 7D | -3.3% | -2.4% | -0.9% | -1.8% |
| 30D | -4.8% | -7.7% | +2.9% | +0.2% |
| 3M | -0.4% | +15.2% | -15.6% | -10.6% |
| 6M | +17.9% | +5.4% | +12.5% | +12.7% |
| YTD | +33.7% | -2.9% | +36.6% | +33.9% |
| 1Y | +95.6% | -12.8% | +108.4% | +109.6% |
| 3Y | +458.1% | +47.2% | +411.0% | +308.3% |
| 5Y | +329.0% | +13.5% | +315.5% | +269.2% |
| All | +588.2% | +158.4% | +429.8% | +247.1% |
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