+194.4%
MET vs HBM
+281.1%
-86.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | +4.5% | +2.2% | +2.2% | +3.9% |
| 30D | +3.5% | -11.8% | +15.3% | +5.8% |
| 3M | +5.9% | -19.2% | +25.1% | +9.5% |
| 6M | +33.1% | -22.9% | +56.0% | +36.6% |
| YTD | +33.6% | +7.8% | +25.8% | +25.4% |
| 1Y | +32.7% | +34.9% | -2.2% | +18.5% |
| 3Y | +85.0% | +422.2% | -337.2% | +16.2% |
| 5Y | +85.6% | +192.8% | -107.2% | +25.1% |
| All | +194.4% | +281.1% | -86.7% | +45.6% |
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