+2,259.5%
LITE vs HBM
+556.8%
+1,702.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.9% | +4.3% |
| 7D | -1.5% | -6.4% | +4.8% | +0.4% |
| 30D | +6.7% | +5.9% | +0.7% | +4.9% |
| 3M | -6.8% | -8.9% | +2.2% | -4.2% |
| 6M | +29.4% | +10.7% | +18.8% | +25.3% |
| YTD | +139.1% | +38.3% | +100.8% | +114.8% |
| 1Y | +521.0% | +121.3% | +399.7% | +393.9% |
| 3Y | +1,535.3% | +450.6% | +1,084.7% | +915.4% |
| 5Y | +889.8% | +338.0% | +551.8% | +508.9% |
| All | +2,259.5% | +556.8% | +1,702.7% | +1,142.9% |
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