+28.2%
POET vs HBM
+619.2%
-590.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.7% |
| 7D | +0.4% | -3.3% | +3.7% | +1.3% |
| 30D | -10.4% | -4.8% | -5.6% | -9.2% |
| 3M | -29.3% | -0.4% | -28.9% | -28.9% |
| 6M | +6.9% | +17.9% | -11.0% | +4.2% |
| YTD | +25.6% | +33.7% | -8.1% | +18.4% |
| 1Y | +49.2% | +95.6% | -46.4% | +29.9% |
| 3Y | +128.4% | +458.1% | -329.7% | +63.8% |
| 5Y | -4.2% | +329.0% | -333.2% | -31.2% |
| All | +28.2% | +619.2% | -590.9% | -14.6% |
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