+49.8%
HBM vs ITOT
+14.7%
+35.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.5% | +2.1% | -0.6% |
| 7D | -5.8% | -0.7% | -5.2% | -3.9% |
| 30D | -18.5% | -1.1% | -17.4% | -15.5% |
| 3M | -10.3% | -0.8% | -9.5% | -7.6% |
| 6M | +2.1% | +7.0% | -4.9% | -10.5% |
| YTD | +12.0% | +13.3% | -1.3% | -14.8% |
| 1Y | +49.8% | +14.8% | +34.9% | +10.1% |
| All | +49.8% | +14.7% | +35.1% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 1y: compounded portfolio wealth divided by compounded ITOT 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…
1y analysis · Full analysis span regression · 6 months rolling