+78.2%
HBM vs BAH
+876.9%
-798.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.9% | +6.7% | +6.0% |
| 7D | +7.4% | -4.3% | +11.7% | +8.8% |
| 30D | +5.1% | -4.5% | +9.5% | +6.3% |
| 3M | +11.1% | -7.6% | +18.7% | +12.9% |
| 6M | +30.2% | -10.6% | +40.8% | +32.4% |
| YTD | +46.2% | -12.6% | +58.8% | +47.4% |
| 1Y | +120.0% | -27.0% | +147.0% | +134.6% |
| 3Y | +527.4% | -31.5% | +558.9% | +544.2% |
| 5Y | +400.4% | -3.8% | +404.2% | +335.8% |
| 10Y | +621.5% | +183.9% | +437.6% | +285.6% |
| All | +78.2% | +876.9% | -798.7% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BAH 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling