+575.2%
HLT vs HBM
+619.2%
-43.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -1.6% | -3.3% | +1.7% | -1.2% |
| 30D | -5.0% | -4.8% | -0.2% | -4.5% |
| 3M | -10.4% | -0.4% | -10.0% | -11.1% |
| 6M | +3.2% | +17.9% | -14.6% | -1.7% |
| YTD | +6.7% | +33.7% | -27.0% | -1.6% |
| 1Y | +10.3% | +95.6% | -85.3% | -5.9% |
| 3Y | +99.3% | +458.1% | -358.8% | +34.4% |
| 5Y | +143.7% | +329.0% | -185.3% | +65.2% |
| All | +575.2% | +619.2% | -43.9% | +263.0% |
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