+1,057.8%
TER vs HBM
+285.4%
+772.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.3% |
| 7D | +24.0% | +5.1% | +18.9% | +22.2% |
| 30D | -30.6% | -15.8% | -14.8% | -26.3% |
| 3M | -34.5% | -22.4% | -12.1% | -28.6% |
| 6M | -26.4% | -20.2% | -6.1% | -20.2% |
| YTD | +36.4% | +9.0% | +27.4% | +35.0% |
| 1Y | +47.4% | +27.4% | +20.1% | +39.8% |
| 3Y | +202.6% | +424.2% | -221.7% | +88.9% |
| 5Y | +83.9% | +196.1% | -112.2% | +25.5% |
| All | +1,057.8% | +285.4% | +772.3% | +516.8% |
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