+98.7%
LEN vs HBM
+622.7%
-524.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -7.5% | +4.0% | -2.3% |
| 7D | -7.8% | -3.7% | -4.0% | -7.2% |
| 30D | -11.0% | -3.7% | -7.4% | -10.7% |
| 3M | -12.8% | +8.0% | -20.8% | -14.8% |
| 6M | -20.2% | +15.8% | -36.0% | -23.7% |
| YTD | -23.0% | +34.4% | -57.4% | -28.8% |
| 1Y | -41.8% | +98.2% | -140.0% | -50.1% |
| 3Y | -28.8% | +476.6% | -505.4% | -51.7% |
| 5Y | -12.6% | +331.1% | -343.7% | -40.4% |
| All | +98.7% | +622.7% | -524.0% | +2.9% |
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