+3,558.0%
MSCI vs HBM
+613.3%
+2,944.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | -0.1% |
| 7D | +0.4% | -6.4% | +6.7% | +1.4% |
| 30D | +0.6% | +5.9% | -5.3% | -0.6% |
| 3M | -7.1% | -8.9% | +1.8% | -6.9% |
| 6M | +0.8% | +10.7% | -9.8% | -3.0% |
| YTD | +1.0% | +38.3% | -37.3% | -7.1% |
| 1Y | +4.3% | +121.3% | -117.0% | -11.7% |
| 3Y | +9.9% | +450.6% | -440.6% | -23.1% |
| 5Y | -6.8% | +338.0% | -344.7% | -34.6% |
| 10Y | +614.7% | +578.6% | +36.1% | +302.2% |
| All | +3,558.0% | +613.3% | +2,944.6% | +1,528.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling