+26.8%
PL vs HBM
+182.2%
-155.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.6% | +8.8% | +9.7% |
| 7D | -6.8% | -3.6% | -3.2% | -5.3% |
| 30D | -29.3% | -19.2% | -10.1% | -22.5% |
| 3M | -44.8% | -20.5% | -24.3% | -39.5% |
| 6M | -68.4% | -12.8% | -55.6% | -66.4% |
| YTD | -36.4% | +5.4% | -41.8% | -38.4% |
| 1Y | +0.7% | +33.0% | -32.2% | -11.0% |
| 3Y | +455.3% | +357.3% | +98.0% | +221.7% |
| 5Y | +22.7% | +210.4% | -187.7% | -21.5% |
| All | +26.8% | +182.2% | -155.4% | -19.1% |
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