+188.9%
TECH vs HBM
+625.8%
-436.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -0.1% | +5.5% | -5.6% | -0.9% |
| 30D | +0.3% | +3.3% | -3.0% | -0.4% |
| 3M | +32.9% | +12.7% | +20.3% | +29.4% |
| 6M | +32.1% | +28.2% | +3.9% | +24.4% |
| YTD | +23.4% | +45.3% | -21.9% | +13.3% |
| 1Y | +34.1% | +121.7% | -87.6% | +14.2% |
| 3Y | +2.2% | +523.5% | -521.3% | -27.9% |
| 5Y | -41.8% | +393.9% | -435.7% | -59.0% |
| 10Y | +188.9% | +647.9% | -459.0% | +74.7% |
| All | +188.9% | +625.8% | -436.9% | +74.7% |
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