+358.2%
PSX vs HBM
+285.4%
+72.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.9% |
| 7D | +6.4% | +5.1% | +1.4% | +5.3% |
| 30D | -10.2% | -15.8% | +5.6% | -7.3% |
| 3M | +17.2% | -22.4% | +39.6% | +22.3% |
| 6M | +51.8% | -20.2% | +72.0% | +54.5% |
| YTD | +108.0% | +9.0% | +99.0% | +91.8% |
| 1Y | +96.1% | +27.4% | +68.8% | +73.6% |
| 3Y | +155.9% | +424.2% | -268.4% | +50.6% |
| 5Y | +306.9% | +196.1% | +110.8% | +159.9% |
| All | +358.2% | +285.4% | +72.8% | +114.5% |
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