+588.2%
HBM vs LUMN
-55.8%
+644.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.8% |
| 7D | -3.3% | +2.5% | -5.8% | -3.7% |
| 30D | -4.8% | +10.3% | -15.2% | -6.5% |
| 3M | -0.4% | -18.3% | +17.8% | +2.4% |
| 6M | +17.9% | +4.4% | +13.5% | +16.6% |
| YTD | +33.7% | -10.7% | +44.4% | +33.6% |
| 1Y | +95.6% | +14.0% | +81.6% | +85.7% |
| 3Y | +458.1% | +406.6% | +51.6% | +224.4% |
| 5Y | +329.0% | -36.8% | +365.8% | +326.2% |
| All | +588.2% | -55.8% | +644.0% | +496.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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