+211.8%
PM vs HBM
+625.8%
-414.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.2% | +0.6% |
| 7D | -1.2% | +5.5% | -6.7% | -1.5% |
| 30D | -0.2% | +3.3% | -3.4% | -0.5% |
| 3M | +4.9% | +12.7% | -7.7% | +3.6% |
| 6M | +9.0% | +28.2% | -19.2% | +6.1% |
| YTD | +17.8% | +45.3% | -27.5% | +13.1% |
| 1Y | +16.8% | +121.7% | -104.9% | +8.2% |
| 3Y | +125.4% | +523.5% | -398.1% | +87.3% |
| 5Y | +128.7% | +393.9% | -265.2% | +88.7% |
| 10Y | +211.8% | +647.9% | -436.1% | +118.9% |
| All | +211.8% | +625.8% | -414.0% | +118.9% |
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