+638.0%
XYZ vs HBM
+328.6%
+309.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +9.0% | -5.4% | +0.8% |
| 7D | +14.9% | +5.0% | +9.9% | +13.2% |
| 30D | +14.7% | -12.7% | +27.4% | +19.1% |
| 3M | +12.1% | -17.4% | +29.5% | +17.7% |
| 6M | +18.3% | -8.9% | +27.2% | +17.8% |
| YTD | +36.1% | +14.9% | +21.2% | +22.6% |
| 1Y | +35.3% | +41.4% | -6.1% | +13.7% |
| 3Y | +73.5% | +462.1% | -388.6% | -11.3% |
| 5Y | -61.6% | +224.0% | -285.6% | -77.6% |
| 10Y | +638.0% | +320.9% | +317.1% | +216.9% |
| All | +638.0% | +328.6% | +309.4% | +216.9% |
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