-16.1%
Z vs HBM
+376.3%
-392.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.6% | -4.0% | -2.8% |
| 7D | -4.6% | -3.6% | -0.9% | -3.6% |
| 30D | +8.3% | -19.2% | +27.5% | +13.4% |
| 3M | -11.6% | -20.5% | +8.9% | -7.7% |
| 6M | -33.6% | -12.8% | -20.8% | -33.8% |
| YTD | -56.7% | +5.4% | -62.1% | -59.9% |
| 1Y | -59.1% | +33.0% | -92.1% | -64.5% |
| 3Y | -20.4% | +357.3% | -377.7% | -52.7% |
| 5Y | -55.3% | +210.4% | -265.7% | -72.2% |
| All | -16.1% | +376.3% | -392.4% | -57.5% |
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