+484.0%
V vs HBM
+281.1%
+202.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.4% |
| 7D | +0.9% | +2.2% | -1.3% | +0.6% |
| 30D | +9.0% | -11.8% | +20.8% | +10.5% |
| 3M | +16.7% | -19.2% | +35.9% | +19.3% |
| 6M | +33.4% | -22.9% | +56.3% | +35.7% |
| YTD | +22.4% | +7.8% | +14.6% | +17.0% |
| 1Y | +27.7% | +34.9% | -7.2% | +18.0% |
| 3Y | +78.0% | +422.2% | -344.2% | +27.4% |
| 5Y | +108.5% | +192.8% | -84.3% | +57.3% |
| All | +484.0% | +281.1% | +202.9% | +248.3% |
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