+203.6%
TGT vs HBM
+619.2%
-415.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | -5.2% | -3.3% | -1.9% | -4.9% |
| 30D | +1.2% | -4.8% | +6.0% | +1.6% |
| 3M | +18.4% | -0.4% | +18.8% | +17.6% |
| 6M | +33.4% | +17.9% | +15.6% | +28.6% |
| YTD | +63.8% | +33.7% | +30.1% | +54.4% |
| 1Y | +77.2% | +95.6% | -18.4% | +58.2% |
| 3Y | +41.8% | +458.1% | -416.3% | +8.1% |
| 5Y | -25.5% | +329.0% | -354.5% | -43.2% |
| All | +203.6% | +619.2% | -415.6% | +111.6% |
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