+130.8%
ROP vs HBM
+681.5%
-550.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.3% |
| 7D | -6.1% | +5.5% | -11.6% | -6.6% |
| 30D | -3.4% | +3.3% | -6.6% | -3.8% |
| 3M | +16.7% | +12.7% | +4.0% | +14.7% |
| 6M | +8.1% | +28.2% | -20.1% | +4.0% |
| YTD | -11.7% | +45.3% | -57.0% | -16.9% |
| 1Y | -24.2% | +121.7% | -145.9% | -32.4% |
| 3Y | -19.0% | +523.5% | -542.5% | -38.1% |
| 5Y | -15.9% | +393.9% | -409.8% | -36.2% |
| All | +130.8% | +681.5% | -550.7% | +35.1% |
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