+593.1%
MA vs HBM
+281.1%
+312.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.5% |
| 7D | +1.3% | +2.2% | -0.9% | +0.9% |
| 30D | +9.6% | -11.8% | +21.4% | +11.4% |
| 3M | +16.8% | -19.2% | +36.0% | +19.8% |
| 6M | +35.2% | -22.9% | +58.1% | +37.8% |
| YTD | +16.6% | +7.8% | +8.8% | +10.4% |
| 1Y | +19.8% | +34.9% | -15.1% | +9.0% |
| 3Y | +70.7% | +422.2% | -351.5% | +15.6% |
| 5Y | +87.4% | +192.8% | -105.4% | +34.8% |
| All | +593.1% | +281.1% | +312.0% | +275.1% |
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