+4,789.7%
SITM vs HBM
+686.2%
+4,103.5%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +5.8% |
| 7D | +3.9% | -3.3% | +7.1% | +4.9% |
| 30D | -6.6% | -4.8% | -1.8% | -5.3% |
| 3M | -11.9% | -0.4% | -11.4% | -12.7% |
| 6M | +81.1% | +17.9% | +63.3% | +65.3% |
| YTD | +80.0% | +33.7% | +46.3% | +50.6% |
| 1Y | +145.8% | +95.6% | +50.2% | +72.8% |
| 3Y | +475.9% | +458.1% | +17.8% | +158.7% |
| 5Y | +189.2% | +329.0% | -139.8% | +35.8% |
| All | +4,789.7% | +686.2% | +4,103.5% | +1,429.2% |
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