+674.0%
MRNA vs HBM
+442.2%
+231.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.5% | +5.9% | +5.5% |
| 7D | -1.1% | -3.3% | +2.2% | -0.7% |
| 30D | +126.1% | -4.8% | +130.9% | +128.1% |
| 3M | +190.0% | -0.4% | +190.5% | +189.3% |
| 6M | +157.2% | +17.9% | +139.4% | +149.3% |
| YTD | +388.2% | +33.7% | +354.5% | +363.5% |
| 1Y | +467.0% | +95.6% | +371.4% | +411.4% |
| 3Y | +36.1% | +458.1% | -422.0% | +6.8% |
| 5Y | -68.0% | +329.0% | -397.0% | -74.9% |
| All | +674.0% | +442.2% | +231.8% | +465.5% |
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