-18.5%
Z vs HBM
+285.4%
-303.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.9% |
| 7D | -4.9% | +5.1% | -10.0% | -6.0% |
| 30D | +3.0% | -15.8% | +18.8% | +6.8% |
| 3M | -13.4% | -22.4% | +9.0% | -9.0% |
| 6M | -27.3% | -20.2% | -7.1% | -25.7% |
| YTD | -57.8% | +9.0% | -66.8% | -61.3% |
| 1Y | -60.0% | +27.4% | -87.4% | -64.9% |
| 3Y | -21.5% | +424.2% | -445.8% | -55.1% |
| 5Y | -55.0% | +196.1% | -251.1% | -71.8% |
| All | -18.5% | +285.4% | -303.9% | -61.0% |
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