+588.2%
HBM vs CAPR
-78.4%
+666.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.5% |
| 7D | -3.3% | -11.0% | +7.7% | -2.9% |
| 30D | -4.8% | +99.8% | -104.6% | -7.6% |
| 3M | -0.4% | -66.6% | +66.1% | +0.9% |
| 6M | +17.9% | -75.1% | +92.9% | +20.5% |
| YTD | +33.7% | -71.0% | +104.7% | +35.8% |
| 1Y | +95.6% | +30.0% | +65.6% | +73.8% |
| 3Y | +458.1% | +29.0% | +429.2% | +366.6% |
| 5Y | +329.0% | +70.8% | +258.2% | +245.3% |
| All | +588.2% | -78.4% | +666.6% | +417.5% |
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