-22.7%
U vs HBM
+356.4%
-379.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.1% | +6.4% | +5.6% |
| 7D | +2.6% | +2.2% | +0.3% | +1.6% |
| 30D | +27.6% | -11.8% | +39.4% | +32.1% |
| 3M | +15.3% | -19.2% | +34.5% | +22.3% |
| 6M | +96.4% | -22.9% | +119.3% | +107.8% |
| YTD | +19.6% | +7.8% | +11.8% | +10.0% |
| 1Y | +42.1% | +34.9% | +7.2% | +20.2% |
| 3Y | +87.5% | +422.2% | -334.7% | -5.4% |
| 5Y | -73.1% | +192.8% | -266.0% | -84.4% |
| All | -22.7% | +356.4% | -379.1% | -62.0% |
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