+32.5%
TLT vs HBM
+462.4%
-429.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.5% |
| 7D | -2.7% | +5.1% | -7.8% | -2.5% |
| 30D | +2.2% | -15.8% | +18.0% | +1.5% |
| 3M | -1.7% | -22.4% | +20.7% | -2.6% |
| 6M | -4.0% | -20.2% | +16.3% | -4.5% |
| YTD | -4.9% | +9.0% | -14.0% | -3.8% |
| 1Y | -7.4% | +27.4% | -34.7% | -5.5% |
| 3Y | +3.0% | +424.2% | -421.2% | +13.9% |
| 5Y | -35.1% | +196.1% | -231.2% | -29.3% |
| 10Y | -12.7% | +285.4% | -298.2% | +3.3% |
| All | +32.5% | +462.4% | -429.9% | +67.2% |
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