+433.8%
MAR vs HBM
+619.2%
-185.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | -0.5% | -3.3% | +2.8% | 0.0% |
| 30D | -5.4% | -4.8% | -0.6% | -4.8% |
| 3M | -15.5% | -0.4% | -15.1% | -16.4% |
| 6M | +3.0% | +17.9% | -14.9% | -2.8% |
| YTD | +8.5% | +33.7% | -25.2% | -1.5% |
| 1Y | +26.0% | +95.6% | -69.6% | +4.6% |
| 3Y | +68.6% | +458.1% | -389.5% | +6.6% |
| 5Y | +157.4% | +329.0% | -171.6% | +63.4% |
| All | +433.8% | +619.2% | -185.3% | +151.7% |
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