+562.3%
SE vs HBM
+240.8%
+321.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.5% | +6.6% | +1.2% |
| 7D | -4.8% | -3.7% | -1.1% | -3.9% |
| 30D | -18.1% | -3.7% | -14.5% | -17.5% |
| 3M | +30.6% | +8.0% | +22.6% | +25.7% |
| 6M | +20.8% | +15.8% | +5.0% | +12.8% |
| YTD | -15.6% | +34.4% | -50.0% | -25.4% |
| 1Y | -44.2% | +98.2% | -142.4% | -56.5% |
| 3Y | +181.5% | +476.6% | -295.0% | +52.3% |
| 5Y | -66.9% | +331.1% | -398.0% | -81.2% |
| All | +562.3% | +240.8% | +321.5% | +219.5% |
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