+31.8%
OMC vs HBM
+622.7%
-590.9%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.5% | +9.0% | +2.4% |
| 7D | -6.2% | -3.7% | -2.5% | -5.9% |
| 30D | -7.6% | -3.7% | -3.9% | -7.4% |
| 3M | +7.4% | +8.0% | -0.6% | +5.6% |
| 6M | +0.1% | +15.8% | -15.6% | -3.2% |
| YTD | +0.4% | +34.4% | -33.9% | -5.7% |
| 1Y | +7.8% | +98.2% | -90.4% | -4.7% |
| 3Y | +11.8% | +476.6% | -464.7% | -17.5% |
| 5Y | +32.5% | +331.1% | -298.7% | -1.9% |
| All | +31.8% | +622.7% | -590.9% | -20.1% |
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