+274.5%
IR vs HBM
+391.7%
-117.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.5% | +6.9% | +1.1% |
| 7D | -3.1% | -3.7% | +0.7% | -2.3% |
| 30D | -14.0% | -3.7% | -10.3% | -13.6% |
| 3M | +3.7% | +8.0% | -4.3% | +0.5% |
| 6M | -15.4% | +15.8% | -31.2% | -20.5% |
| YTD | -7.7% | +34.4% | -42.0% | -17.2% |
| 1Y | -8.8% | +98.2% | -107.0% | -26.6% |
| 3Y | +5.6% | +476.6% | -471.0% | -38.5% |
| 5Y | +34.3% | +331.1% | -296.8% | -20.8% |
| All | +274.5% | +391.7% | -117.2% | +67.2% |
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