+245.3%
HD vs HBM
+274.8%
-29.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -1.2% | -1.3% | +0.1% | -1.1% |
| 30D | +20.9% | -14.8% | +35.7% | +23.0% |
| 3M | -0.2% | -20.7% | +20.5% | +2.2% |
| 6M | +14.5% | -13.9% | +28.4% | +14.9% |
| YTD | +4.3% | +10.6% | -6.3% | +0.5% |
| 1Y | -3.5% | +32.4% | -35.8% | -9.2% |
| 3Y | +30.1% | +432.0% | -401.9% | -0.9% |
| 5Y | +8.5% | +205.5% | -197.0% | -14.5% |
| 10Y | +245.3% | +291.1% | -45.8% | +121.3% |
| All | +245.3% | +274.8% | -29.5% | +121.3% |
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