+192.5%
TECH vs HBM
+301.8%
-109.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +0.5% |
| 7D | +0.2% | +2.4% | -2.2% | -0.3% |
| 30D | +0.5% | -16.0% | +16.5% | +2.9% |
| 3M | +1.1% | -21.3% | +22.4% | +4.2% |
| 6M | +51.0% | -12.2% | +63.2% | +51.2% |
| YTD | +24.4% | +10.7% | +13.7% | +18.4% |
| 1Y | +27.4% | +30.3% | -2.8% | +18.0% |
| 3Y | +28.5% | +432.2% | -403.8% | -7.6% |
| 5Y | -40.9% | +218.8% | -259.7% | -55.8% |
| 10Y | +192.5% | +281.4% | -88.9% | +93.2% |
| All | +192.5% | +301.8% | -109.3% | +93.2% |
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