+159.8%
XLB vs HBM
+619.2%
-459.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -2.8% | -3.3% | +0.5% | -2.3% |
| 30D | -3.1% | -4.8% | +1.7% | -2.4% |
| 3M | -0.2% | -0.4% | +0.3% | -1.0% |
| 6M | +3.1% | +17.9% | -14.8% | -2.4% |
| YTD | +13.3% | +33.7% | -20.4% | +3.7% |
| 1Y | +12.0% | +95.6% | -83.6% | -5.8% |
| 3Y | +31.4% | +458.1% | -426.7% | -14.7% |
| 5Y | +33.9% | +329.0% | -295.1% | -12.6% |
| All | +159.8% | +619.2% | -459.3% | +32.1% |
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