+35.5%
TLT vs HBM
+613.3%
-577.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.1% |
| 7D | -0.4% | -6.4% | +5.9% | -0.7% |
| 30D | -0.6% | +5.9% | -6.5% | -0.3% |
| 3M | -2.7% | -8.9% | +6.2% | -2.9% |
| 6M | -5.6% | +10.7% | -16.3% | -4.8% |
| YTD | -2.8% | +38.3% | -41.0% | -0.7% |
| 1Y | -1.4% | +121.3% | -122.8% | +3.0% |
| 3Y | -1.6% | +450.6% | -452.2% | +8.7% |
| 5Y | -33.8% | +338.0% | -371.8% | -26.5% |
| 10Y | -21.1% | +578.6% | -599.8% | -3.6% |
| All | +35.5% | +613.3% | -577.8% | +72.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling