+84.5%
PR vs HBM
+281.1%
-196.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.6% |
| 7D | +6.0% | +2.2% | +3.7% | +4.9% |
| 30D | -4.2% | -11.8% | +7.6% | -0.8% |
| 3M | +10.0% | -19.2% | +29.2% | +16.2% |
| 6M | +15.6% | -22.9% | +38.5% | +20.3% |
| YTD | +68.2% | +7.8% | +60.4% | +47.2% |
| 1Y | +79.2% | +34.9% | +44.3% | +43.3% |
| 3Y | +94.9% | +422.2% | -327.3% | -16.9% |
| 5Y | +272.8% | +192.8% | +79.9% | +88.1% |
| All | +84.5% | +281.1% | -196.7% | -21.5% |
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