+311.2%
TPR vs HBM
+599.4%
-288.3%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.8% | -9.5% | -5.2% |
| 7D | -3.4% | +7.4% | -10.7% | -5.3% |
| 30D | -27.3% | +5.1% | -32.4% | -28.4% |
| 3M | -16.2% | +11.1% | -27.4% | -19.6% |
| 6M | -17.9% | +30.2% | -48.1% | -25.5% |
| YTD | -7.1% | +46.2% | -53.3% | -19.7% |
| 1Y | +13.6% | +120.0% | -106.4% | -13.0% |
| 3Y | +293.7% | +527.4% | -233.7% | +114.3% |
| 5Y | +239.1% | +400.4% | -161.3% | +84.3% |
| 10Y | +311.2% | +621.5% | -310.3% | +58.7% |
| All | +311.2% | +599.4% | -288.3% | +58.7% |
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