+494.0%
TEAM vs HBM
+622.7%
-128.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -7.5% | +8.6% | +2.1% |
| 7D | -7.8% | -3.7% | -4.0% | -7.4% |
| 30D | +16.5% | -3.7% | +20.2% | +16.7% |
| 3M | +96.2% | +8.0% | +88.2% | +92.2% |
| 6M | +130.2% | +15.8% | +114.4% | +120.6% |
| YTD | +10.7% | +34.4% | -23.6% | +2.4% |
| 1Y | +3.0% | +98.2% | -95.1% | -11.4% |
| 3Y | -13.1% | +476.6% | -489.7% | -38.3% |
| 5Y | -52.7% | +331.1% | -383.8% | -66.0% |
| All | +494.0% | +622.7% | -128.7% | +268.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling