+210.2%
HD vs HBM
+625.8%
-415.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.0% |
| 7D | -1.8% | +5.5% | -7.3% | -2.5% |
| 30D | -10.8% | +3.3% | -14.1% | -11.3% |
| 3M | -2.7% | +12.7% | -15.3% | -4.7% |
| 6M | -10.3% | +28.2% | -38.5% | -14.3% |
| YTD | -7.8% | +45.3% | -53.1% | -13.8% |
| 1Y | -23.1% | +121.7% | -144.8% | -32.3% |
| 3Y | +2.0% | +523.5% | -521.5% | -23.5% |
| 5Y | +6.2% | +393.9% | -387.7% | -21.0% |
| 10Y | +210.2% | +647.9% | -437.7% | +88.1% |
| All | +210.2% | +625.8% | -415.7% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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