-14.5%
Z vs HBM
+328.6%
-343.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +9.0% | -5.2% | +1.7% |
| 7D | -5.2% | +5.0% | -10.2% | -6.1% |
| 30D | +5.7% | -12.7% | +18.5% | +8.7% |
| 3M | -8.7% | -17.4% | +8.7% | -5.6% |
| 6M | -26.0% | -8.9% | -17.1% | -26.8% |
| YTD | -55.0% | +14.9% | -69.9% | -59.3% |
| 1Y | -58.0% | +41.4% | -99.4% | -64.1% |
| 3Y | -15.2% | +462.1% | -477.3% | -52.1% |
| 5Y | -53.8% | +224.0% | -277.8% | -71.6% |
| 10Y | -14.5% | +320.9% | -335.4% | -58.1% |
| All | -14.5% | +328.6% | -343.2% | -58.1% |
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