+162.0%
SO vs HBM
+625.8%
-463.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.7% |
| 7D | 0.0% | +5.5% | -5.5% | -0.2% |
| 30D | -2.5% | +3.3% | -5.8% | -2.6% |
| 3M | -4.2% | +12.7% | -16.8% | -4.7% |
| 6M | -7.7% | +28.2% | -35.8% | -8.9% |
| YTD | +3.8% | +45.3% | -41.5% | +1.7% |
| 1Y | +0.1% | +121.7% | -121.7% | -3.9% |
| 3Y | +44.2% | +523.5% | -479.3% | +30.3% |
| 5Y | +57.9% | +393.9% | -336.0% | +42.1% |
| 10Y | +162.0% | +647.9% | -485.9% | +107.0% |
| All | +162.0% | +625.8% | -463.9% | +107.0% |
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