+578.8%
MS vs HBM
+328.6%
+250.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.0% | -5.9% | +1.0% |
| 7D | +0.7% | +5.0% | -4.3% | -0.4% |
| 30D | -0.9% | -12.7% | +11.8% | +2.1% |
| 3M | -13.0% | -17.4% | +4.5% | -9.6% |
| 6M | -2.0% | -8.9% | +6.9% | -1.7% |
| YTD | +7.8% | +14.9% | -7.1% | +0.4% |
| 1Y | +17.9% | +41.4% | -23.6% | +4.2% |
| 3Y | +174.8% | +462.1% | -287.3% | +65.3% |
| 5Y | +119.9% | +224.0% | -104.2% | +42.0% |
| 10Y | +578.8% | +320.9% | +257.9% | +218.8% |
| All | +578.8% | +328.6% | +250.2% | +218.8% |
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