+383.3%
TPR vs HBM
+301.8%
+81.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | +0.6% |
| 7D | +12.1% | +2.4% | +9.7% | +11.0% |
| 30D | +16.7% | -16.0% | +32.6% | +21.4% |
| 3M | -17.4% | -21.3% | +3.9% | -13.1% |
| 6M | +2.3% | -12.2% | +14.5% | +2.4% |
| YTD | +7.1% | +10.7% | -3.5% | -1.4% |
| 1Y | +29.5% | +30.3% | -0.8% | +13.6% |
| 3Y | +415.0% | +432.2% | -17.2% | +188.4% |
| 5Y | +261.5% | +218.8% | +42.7% | +119.3% |
| 10Y | +383.3% | +281.4% | +102.0% | +103.0% |
| All | +383.3% | +301.8% | +81.5% | +103.0% |
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