-53.1%
TE vs HBM
+622.9%
-676.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.8% |
| 7D | +0.2% | -3.3% | +3.5% | +1.6% |
| 30D | -5.9% | -4.8% | -1.1% | -4.1% |
| 3M | -45.6% | -0.4% | -45.1% | -45.0% |
| 6M | -43.4% | +17.9% | -61.2% | -45.8% |
| YTD | -31.0% | +33.7% | -64.7% | -36.5% |
| 1Y | +145.2% | +95.6% | +49.6% | +101.8% |
| 3Y | -24.1% | +458.1% | -482.2% | -51.9% |
| 5Y | -48.1% | +329.0% | -377.1% | -66.3% |
| All | -53.1% | +622.9% | -676.0% | -69.6% |
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