+588.2%
HBM vs MTCH
+208.0%
+380.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.9% |
| 7D | -3.3% | +1.3% | -4.6% | -3.7% |
| 30D | -4.8% | +15.9% | -20.7% | -9.2% |
| 3M | -0.4% | +23.3% | -23.7% | -7.4% |
| 6M | +17.9% | +40.1% | -22.3% | +5.2% |
| YTD | +33.7% | +33.6% | +0.1% | +20.3% |
| 1Y | +95.6% | +14.1% | +81.5% | +84.4% |
| 3Y | +458.1% | +1.4% | +456.7% | +427.3% |
| 5Y | +329.0% | -73.1% | +402.1% | +477.2% |
| All | +588.2% | +208.0% | +380.2% | +310.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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