+593.2%
HBM vs EXR
+3,541.9%
-2,948.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.6% | -8.1% | -7.8% |
| 7D | -3.7% | -3.2% | -0.5% | -2.5% |
| 30D | -3.7% | -6.9% | +3.2% | -1.0% |
| 3M | +8.0% | -7.8% | +15.8% | +10.9% |
| 6M | +15.8% | -4.9% | +20.7% | +17.6% |
| YTD | +34.4% | +7.2% | +27.2% | +30.1% |
| 1Y | +98.2% | -1.5% | +99.7% | +97.8% |
| 3Y | +476.6% | +22.3% | +454.3% | +418.9% |
| 5Y | +331.1% | -10.9% | +342.0% | +330.2% |
| 10Y | +591.6% | +149.5% | +442.1% | +325.7% |
| All | +593.2% | +3,541.9% | -2,948.7% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded EXR 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling