+274.6%
HBM vs M
-7.1%
+281.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.5% |
| 7D | +2.2% | +7.0% | -4.8% | +0.4% |
| 30D | -11.8% | +8.9% | -20.7% | -14.0% |
| 3M | -19.2% | +4.5% | -23.7% | -20.5% |
| 6M | -22.9% | +36.2% | -59.1% | -29.7% |
| YTD | +7.8% | +15.1% | -7.3% | +2.0% |
| 1Y | +34.9% | +27.4% | +7.5% | +23.9% |
| 3Y | +422.2% | +160.1% | +262.1% | +272.8% |
| 5Y | +192.8% | -1.6% | +194.4% | +155.4% |
| All | +274.6% | -7.1% | +281.7% | +170.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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