+605.8%
MSCI vs HBM
+599.4%
+6.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +5.8% | -9.5% | -4.6% |
| 7D | -2.1% | +7.4% | -9.4% | -3.2% |
| 30D | -1.7% | +5.1% | -6.8% | -2.7% |
| 3M | -8.2% | +11.1% | -19.3% | -10.7% |
| 6M | -2.4% | +30.2% | -32.7% | -8.5% |
| YTD | -2.8% | +46.2% | -49.0% | -11.5% |
| 1Y | -2.7% | +120.0% | -122.7% | -17.9% |
| 3Y | +7.3% | +527.4% | -520.1% | -27.8% |
| 5Y | -11.4% | +400.4% | -411.8% | -40.2% |
| 10Y | +605.8% | +621.5% | -15.7% | +285.6% |
| All | +605.8% | +599.4% | +6.4% | +285.6% |
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