+62.5%
T vs HBM
+281.1%
-218.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | +2.5% | +2.2% | +0.3% | +2.4% |
| 30D | -3.8% | -11.8% | +8.0% | -3.2% |
| 3M | -8.7% | -19.2% | +10.5% | -7.9% |
| 6M | -8.1% | -22.9% | +14.8% | -7.4% |
| YTD | -6.4% | +7.8% | -14.2% | -8.6% |
| 1Y | -9.8% | +34.9% | -44.7% | -13.4% |
| 3Y | +65.5% | +422.2% | -356.7% | +37.8% |
| 5Y | +57.0% | +192.8% | -135.9% | +34.2% |
| All | +62.5% | +281.1% | -218.6% | +19.1% |
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