+274.6%
HBM vs CAPR
-65.7%
+340.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.9% | +5.8% | -0.9% |
| 7D | +2.2% | +5.9% | -3.6% | +1.9% |
| 30D | -11.8% | +44.6% | -56.4% | -13.1% |
| 3M | -19.2% | +126.4% | -145.6% | -22.2% |
| 6M | -22.9% | -68.6% | +45.7% | -22.0% |
| YTD | +7.8% | -67.0% | +74.8% | +8.6% |
| 1Y | +34.9% | +65.2% | -30.2% | +18.9% |
| 3Y | +422.2% | +235.6% | +186.6% | +320.7% |
| 5Y | +192.8% | +175.4% | +17.4% | +131.5% |
| All | +274.6% | -65.7% | +340.3% | +163.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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