+591.6%
HBM vs FIVE
+483.6%
+107.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.4% | -5.2% | -6.7% |
| 7D | -3.7% | +0.6% | -4.3% | -3.9% |
| 30D | -3.7% | +3.0% | -6.7% | -4.9% |
| 3M | +8.0% | +23.2% | -15.2% | -0.5% |
| 6M | +15.8% | +9.2% | +6.6% | +10.3% |
| YTD | +34.4% | +28.1% | +6.3% | +20.2% |
| 1Y | +98.2% | +65.3% | +32.9% | +60.9% |
| 3Y | +476.6% | +49.4% | +427.2% | +344.8% |
| 5Y | +331.1% | +29.5% | +301.6% | +235.4% |
| All | +591.6% | +483.6% | +107.9% | +178.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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