+78.7%
PR vs HBM
+274.8%
-196.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | -0.5% | -1.3% | +0.8% | -0.3% |
| 30D | -4.6% | -14.8% | +10.2% | -0.1% |
| 3M | +4.7% | -20.7% | +25.4% | +11.3% |
| 6M | +12.4% | -13.9% | +26.4% | +12.4% |
| YTD | +62.9% | +10.6% | +52.2% | +41.3% |
| 1Y | +70.6% | +32.4% | +38.2% | +37.4% |
| 3Y | +90.0% | +432.0% | -342.0% | -19.4% |
| 5Y | +255.5% | +205.5% | +50.1% | +76.7% |
| 10Y | +78.7% | +291.1% | -212.4% | -24.8% |
| All | +78.7% | +274.8% | -196.1% | -24.8% |
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