+377.9%
TPR vs HBM
+293.3%
+84.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.4% |
| 7D | +14.2% | -3.6% | +17.8% | +15.1% |
| 30D | +17.1% | -19.2% | +36.3% | +23.1% |
| 3M | -17.7% | -20.5% | +2.8% | -13.6% |
| 6M | -10.2% | -12.8% | +2.7% | -9.8% |
| YTD | +4.9% | +5.4% | -0.5% | -2.2% |
| 1Y | +36.1% | +33.0% | +3.2% | +18.8% |
| 3Y | +416.5% | +357.3% | +59.1% | +201.5% |
| 5Y | +254.8% | +210.4% | +44.4% | +116.7% |
| All | +377.9% | +293.3% | +84.7% | +102.3% |
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