+248.6%
HD vs HBM
+281.1%
-32.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | +1.5% | +2.2% | -0.7% | +1.2% |
| 30D | +18.0% | -11.8% | +29.8% | +19.6% |
| 3M | +2.8% | -19.2% | +22.0% | +5.0% |
| 6M | +17.0% | -22.9% | +39.9% | +19.1% |
| YTD | +3.5% | +7.8% | -4.3% | +0.1% |
| 1Y | -2.6% | +34.9% | -37.5% | -8.6% |
| 3Y | +30.7% | +422.2% | -391.5% | -0.3% |
| 5Y | +6.2% | +192.8% | -186.6% | -15.8% |
| All | +248.6% | +281.1% | -32.6% | +124.9% |
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