+109.7%
UL vs HBM
+281.1%
-171.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.1% |
| 7D | +1.1% | +2.2% | -1.1% | +1.0% |
| 30D | +4.5% | -11.8% | +16.3% | +5.1% |
| 3M | +6.5% | -19.2% | +25.7% | +7.4% |
| 6M | +18.2% | -22.9% | +41.1% | +19.0% |
| YTD | +4.7% | +7.8% | -3.1% | +2.8% |
| 1Y | +0.8% | +34.9% | -34.1% | -2.4% |
| 3Y | +35.9% | +422.2% | -386.3% | +18.6% |
| 5Y | +33.4% | +192.8% | -159.4% | +18.5% |
| All | +109.7% | +281.1% | -171.4% | +62.8% |
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