-3.3%
LVS vs HBM
+619.2%
-622.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | -3.5% | -3.3% | -0.2% | -2.8% |
| 30D | -6.2% | -4.8% | -1.4% | -5.5% |
| 3M | -14.8% | -0.4% | -14.4% | -16.0% |
| 6M | -20.9% | +17.9% | -38.7% | -26.2% |
| YTD | -33.0% | +33.7% | -66.8% | -40.2% |
| 1Y | -20.0% | +95.6% | -115.6% | -35.7% |
| 3Y | -6.9% | +458.1% | -465.1% | -45.3% |
| 5Y | +9.1% | +329.0% | -319.9% | -34.4% |
| All | -3.3% | +619.2% | -622.5% | -52.9% |
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