+588.2%
HBM vs FDS
+64.8%
+523.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | 0.0% |
| 7D | -3.3% | -14.0% | +10.7% | +2.1% |
| 30D | -4.8% | -6.2% | +1.4% | -3.0% |
| 3M | -0.4% | +10.2% | -10.6% | -6.4% |
| 6M | +17.9% | +27.4% | -9.6% | +1.1% |
| YTD | +33.7% | -9.3% | +43.0% | +32.7% |
| 1Y | +95.6% | -28.6% | +124.2% | +118.1% |
| 3Y | +458.1% | -36.8% | +494.9% | +550.1% |
| 5Y | +329.0% | -28.6% | +357.6% | +356.5% |
| All | +588.2% | +64.8% | +523.4% | +343.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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