+339.6%
PODD vs HBM
+281.1%
+58.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.3% |
| 7D | +4.1% | +2.2% | +1.8% | +3.7% |
| 30D | +13.9% | -11.8% | +25.6% | +15.5% |
| 3M | +4.1% | -19.2% | +23.3% | +6.5% |
| 6M | +2.4% | -22.9% | +25.3% | +3.9% |
| YTD | -46.4% | +7.8% | -54.2% | -49.0% |
| 1Y | -54.2% | +34.9% | -89.1% | -57.9% |
| 3Y | -6.9% | +422.2% | -429.1% | -33.3% |
| 5Y | -51.6% | +192.8% | -244.4% | -63.6% |
| All | +339.6% | +281.1% | +58.4% | +187.7% |
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