+274.6%
HBM vs ES
+98.2%
+176.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | +2.2% | +2.7% | -0.5% | +1.5% |
| 30D | -11.8% | +7.6% | -19.4% | -13.8% |
| 3M | -19.2% | +0.5% | -19.7% | -19.6% |
| 6M | -22.9% | +7.6% | -30.5% | -25.2% |
| YTD | +7.8% | +10.2% | -2.4% | +4.0% |
| 1Y | +34.9% | +1.8% | +33.1% | +32.6% |
| 3Y | +422.2% | +55.4% | +366.8% | +341.1% |
| 5Y | +192.8% | +7.3% | +185.5% | +177.1% |
| All | +274.6% | +98.2% | +176.4% | +306.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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