+588.2%
HBM vs EFV
+169.9%
+418.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -2.5% |
| 7D | -3.3% | -0.8% | -2.5% | -1.9% |
| 30D | -4.8% | +0.6% | -5.5% | -5.9% |
| 3M | -0.4% | +7.5% | -8.0% | -12.5% |
| 6M | +17.9% | +13.0% | +4.8% | -3.5% |
| YTD | +33.7% | +18.3% | +15.4% | +1.4% |
| 1Y | +95.6% | +26.7% | +68.9% | +31.3% |
| 3Y | +458.1% | +89.6% | +368.6% | +85.5% |
| 5Y | +329.0% | +98.2% | +230.8% | +40.7% |
| All | +588.2% | +169.9% | +418.3% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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