+376.3%
PSX vs HBM
+622.7%
-246.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.5% | +6.7% | +0.7% |
| 7D | +1.5% | -3.7% | +5.2% | +2.2% |
| 30D | +15.8% | -3.7% | +19.5% | +16.2% |
| 3M | +43.0% | +8.0% | +35.0% | +38.5% |
| 6M | +61.1% | +15.8% | +45.3% | +50.1% |
| YTD | +104.5% | +34.4% | +70.2% | +81.8% |
| 1Y | +102.5% | +98.2% | +4.4% | +62.2% |
| 3Y | +133.5% | +476.6% | -343.1% | +36.4% |
| 5Y | +367.0% | +331.1% | +35.9% | +175.9% |
| All | +376.3% | +622.7% | -246.3% | +104.7% |
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