+196.1%
HBM vs FIVE
+18.5%
+177.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | 0.0% | -1.0% |
| 7D | +5.1% | +2.4% | +2.6% | +4.3% |
| 30D | -15.8% | +15.8% | -31.7% | -19.7% |
| 3M | -22.4% | +3.8% | -26.2% | -23.6% |
| 6M | -20.2% | +18.5% | -38.8% | -25.3% |
| YTD | +9.0% | +31.2% | -22.2% | -1.9% |
| 1Y | +27.4% | +61.8% | -34.5% | +6.9% |
| 3Y | +424.2% | +39.9% | +384.4% | +329.7% |
| 5Y | +196.1% | +18.3% | +177.8% | +146.9% |
| All | +196.1% | +18.5% | +177.6% | +146.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling