+588.2%
HBM vs EXR
+151.8%
+436.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.8% |
| 7D | -3.3% | -1.2% | -2.1% | -3.0% |
| 30D | -4.8% | -6.2% | +1.4% | -3.0% |
| 3M | -0.4% | -7.4% | +7.0% | +1.5% |
| 6M | +17.9% | -0.5% | +18.4% | +17.6% |
| YTD | +33.7% | +8.1% | +25.6% | +30.0% |
| 1Y | +95.6% | -2.9% | +98.5% | +96.0% |
| 3Y | +458.1% | +22.9% | +435.2% | +415.8% |
| 5Y | +329.0% | -10.2% | +339.2% | +327.0% |
| All | +588.2% | +151.8% | +436.4% | +502.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling