+64.4%
UL vs HBM
+619.2%
-554.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -3.4% | -3.3% | -0.1% | -3.2% |
| 30D | +0.5% | -4.8% | +5.3% | +0.7% |
| 3M | +7.2% | -0.4% | +7.7% | +6.9% |
| 6M | -3.1% | +17.9% | -20.9% | -4.7% |
| YTD | -2.7% | +33.7% | -36.4% | -5.3% |
| 1Y | -10.2% | +95.6% | -105.8% | -14.8% |
| 3Y | +20.3% | +458.1% | -437.9% | +5.0% |
| 5Y | +19.9% | +329.0% | -309.1% | +4.4% |
| All | +64.4% | +619.2% | -554.8% | +21.7% |
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