+39.5%
PL vs HBM
+188.5%
-149.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.2% |
| 7D | +10.0% | +2.2% | +7.8% | +9.3% |
| 30D | -2.3% | -11.8% | +9.5% | +3.4% |
| 3M | -44.2% | -19.2% | -25.0% | -39.1% |
| 6M | -66.1% | -22.9% | -43.2% | -62.2% |
| YTD | -30.0% | +7.8% | -37.8% | -32.7% |
| 1Y | +21.0% | +34.9% | -13.9% | +6.3% |
| 3Y | +516.5% | +422.2% | +94.3% | +244.8% |
| 5Y | +32.0% | +192.8% | -160.8% | -16.1% |
| All | +39.5% | +188.5% | -149.0% | -11.6% |
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