+363.0%
NDAQ vs HBM
+619.2%
-256.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -5.6% | -3.3% | -2.3% | -5.3% |
| 30D | -4.4% | -4.8% | +0.5% | -4.0% |
| 3M | +5.9% | -0.4% | +6.3% | +5.4% |
| 6M | +7.7% | +17.9% | -10.1% | +4.5% |
| YTD | -5.2% | +33.7% | -38.9% | -9.9% |
| 1Y | -3.4% | +95.6% | -99.0% | -12.4% |
| 3Y | +85.6% | +458.1% | -372.5% | +45.6% |
| 5Y | +49.5% | +329.0% | -279.5% | +17.2% |
| All | +363.0% | +619.2% | -256.1% | +204.3% |
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