+715.0%
P vs HBM
+599.4%
+115.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.8% | -4.1% | +0.2% |
| 7D | +7.8% | +7.4% | +0.5% | +5.9% |
| 30D | +12.3% | +5.1% | +7.3% | +10.4% |
| 3M | +37.1% | +11.1% | +26.0% | +32.4% |
| 6M | +66.1% | +30.2% | +35.9% | +51.9% |
| YTD | +50.9% | +46.2% | +4.7% | +32.7% |
| 1Y | +27.2% | +120.0% | -92.8% | -0.5% |
| 3Y | +158.7% | +527.4% | -368.7% | +50.3% |
| 5Y | +291.1% | +400.4% | -109.3% | +126.7% |
| 10Y | +715.0% | +621.5% | +93.5% | +281.0% |
| All | +715.0% | +599.4% | +115.5% | +281.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling