-33.7%
TLT vs HBM
+369.9%
-403.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.8% | -5.8% | -0.1% |
| 7D | +0.4% | +7.4% | -7.0% | +0.3% |
| 30D | -0.3% | +5.1% | -5.4% | -0.4% |
| 3M | -1.7% | +11.1% | -12.9% | -1.9% |
| 6M | -4.9% | +30.2% | -35.1% | -5.3% |
| YTD | -2.8% | +46.2% | -49.0% | -3.3% |
| 1Y | -4.2% | +120.0% | -124.3% | -5.0% |
| 3Y | -1.1% | +527.4% | -528.5% | -2.9% |
| 5Y | -33.7% | +400.4% | -434.1% | -33.5% |
| All | -33.7% | +369.9% | -403.6% | -33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling