-14.4%
SMR vs HBM
+228.1%
-242.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.5% | -15.2% | -15.4% |
| 7D | -11.2% | -3.3% | -7.9% | -9.1% |
| 30D | -10.2% | -4.8% | -5.4% | -7.3% |
| 3M | -10.0% | -0.4% | -9.6% | -10.4% |
| 6M | -30.5% | +17.9% | -48.3% | -37.0% |
| YTD | -39.2% | +33.7% | -73.0% | -49.3% |
| 1Y | -75.5% | +95.6% | -171.1% | -83.4% |
| 3Y | +45.4% | +458.1% | -412.7% | -37.8% |
| All | -14.4% | +228.1% | -242.5% | -61.9% |
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