+162.2%
W vs HBM
+625.8%
-463.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | +5.9% | +5.5% | +0.4% | +3.9% |
| 30D | -3.0% | +3.3% | -6.3% | -4.4% |
| 3M | +40.3% | +12.7% | +27.7% | +32.6% |
| 6M | +32.2% | +28.2% | +4.0% | +17.9% |
| YTD | -0.3% | +45.3% | -45.6% | -16.6% |
| 1Y | +16.2% | +121.7% | -105.5% | -16.9% |
| 3Y | +40.7% | +523.5% | -482.8% | -30.3% |
| 5Y | -62.3% | +393.9% | -456.3% | -80.9% |
| 10Y | +162.2% | +647.9% | -485.7% | -11.7% |
| All | +162.2% | +625.8% | -463.6% | -11.7% |
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