+134.5%
IBM vs HBM
+622.7%
-488.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.5% | +5.1% | -1.7% |
| 7D | -0.3% | -3.7% | +3.4% | +0.1% |
| 30D | -1.8% | -3.7% | +1.8% | -1.6% |
| 3M | -13.5% | +8.0% | -21.5% | -14.9% |
| 6M | -5.1% | +15.8% | -20.9% | -7.8% |
| YTD | -19.4% | +34.4% | -53.8% | -23.7% |
| 1Y | -6.5% | +98.2% | -104.7% | -16.0% |
| 3Y | +73.8% | +476.6% | -402.8% | +32.6% |
| 5Y | +116.3% | +331.1% | -214.8% | +64.9% |
| All | +134.5% | +622.7% | -488.2% | +45.3% |
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