+221.7%
PODD vs HBM
+622.7%
-400.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.5% | +5.2% | -1.4% |
| 7D | -10.6% | -3.7% | -6.8% | -10.2% |
| 30D | -6.9% | -3.7% | -3.3% | -6.7% |
| 3M | -10.6% | +8.0% | -18.6% | -12.6% |
| 6M | -43.5% | +15.8% | -59.2% | -45.9% |
| YTD | -52.6% | +34.4% | -87.0% | -56.0% |
| 1Y | -60.1% | +98.2% | -158.3% | -65.3% |
| 3Y | -21.7% | +476.6% | -498.2% | -44.2% |
| 5Y | -54.6% | +331.1% | -385.7% | -67.3% |
| All | +221.7% | +622.7% | -400.9% | +96.3% |
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