+588.2%
HBM vs ES
+82.1%
+506.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -3.3% | -3.6% | +0.3% | -2.2% |
| 30D | -4.8% | -4.2% | -0.6% | -3.7% |
| 3M | -0.4% | +0.1% | -0.6% | -0.9% |
| 6M | +17.9% | -6.2% | +24.1% | +19.5% |
| YTD | +33.7% | +4.1% | +29.6% | +31.4% |
| 1Y | +95.6% | +10.2% | +85.4% | +87.6% |
| 3Y | +458.1% | +26.1% | +432.0% | +403.5% |
| 5Y | +329.0% | -5.3% | +334.3% | +319.5% |
| All | +588.2% | +82.1% | +506.1% | +584.1% |
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