+588.2%
HBM vs BBWI
-55.0%
+643.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.4% | -6.9% | -2.3% |
| 7D | -3.3% | -4.8% | +1.5% | -2.1% |
| 30D | -4.8% | +3.5% | -8.3% | -6.6% |
| 3M | -0.4% | -0.3% | -0.1% | -2.1% |
| 6M | +17.9% | -5.4% | +23.2% | +16.5% |
| YTD | +33.7% | -4.7% | +38.4% | +30.0% |
| 1Y | +95.6% | -30.5% | +126.1% | +105.5% |
| 3Y | +458.1% | -44.3% | +502.4% | +498.2% |
| 5Y | +329.0% | -66.9% | +395.9% | +408.9% |
| All | +588.2% | -55.0% | +643.2% | +485.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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