+591.6%
HBM vs COO
+17.5%
+574.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -14.7% | +7.1% | -0.1% |
| 7D | -3.7% | -23.3% | +19.6% | +9.6% |
| 30D | -3.7% | -29.5% | +25.8% | +14.3% |
| 3M | +8.0% | -20.0% | +28.0% | +18.9% |
| 6M | +15.8% | -27.2% | +43.0% | +33.2% |
| YTD | +34.4% | -33.9% | +68.3% | +62.5% |
| 1Y | +98.2% | -19.9% | +118.1% | +114.1% |
| 3Y | +476.6% | -38.1% | +514.7% | +591.4% |
| 5Y | +331.1% | -52.0% | +383.1% | +483.0% |
| All | +591.6% | +17.5% | +574.0% | +570.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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