+568.4%
MA vs HBM
+301.8%
+266.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.1% | +1.0% |
| 7D | +1.8% | +2.4% | -0.6% | +1.4% |
| 30D | +11.8% | -16.0% | +27.8% | +14.4% |
| 3M | +17.2% | -21.3% | +38.5% | +20.6% |
| 6M | +33.4% | -12.2% | +45.6% | +33.1% |
| YTD | +16.1% | +10.7% | +5.5% | +9.6% |
| 1Y | +19.9% | +30.3% | -10.4% | +9.8% |
| 3Y | +70.1% | +432.2% | -362.2% | +14.9% |
| 5Y | +89.6% | +218.8% | -129.2% | +34.3% |
| 10Y | +568.4% | +281.4% | +287.1% | +261.9% |
| All | +568.4% | +301.8% | +266.6% | +261.9% |
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