+537.0%
MS vs HBM
+285.4%
+251.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.4% |
| 7D | +3.7% | +5.1% | -1.4% | +2.4% |
| 30D | +2.0% | -15.8% | +17.8% | +6.0% |
| 3M | -12.6% | -22.4% | +9.9% | -7.8% |
| 6M | -0.3% | -20.2% | +20.0% | +3.2% |
| YTD | +9.0% | +9.0% | 0.0% | +2.7% |
| 1Y | +13.9% | +27.4% | -13.5% | +3.2% |
| 3Y | +173.6% | +424.2% | -250.6% | +67.5% |
| 5Y | +122.0% | +196.1% | -74.1% | +46.6% |
| All | +537.0% | +285.4% | +251.6% | +203.4% |
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