-16.9%
Z vs HBM
+274.8%
-291.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -13.1% | -1.3% | -11.8% | -12.7% |
| 30D | +5.9% | -14.8% | +20.7% | +9.5% |
| 3M | -13.7% | -20.7% | +7.0% | -9.8% |
| 6M | -27.1% | -13.9% | -13.2% | -26.9% |
| YTD | -56.8% | +10.6% | -67.4% | -60.5% |
| 1Y | -60.2% | +32.4% | -92.6% | -65.4% |
| 3Y | -19.7% | +432.0% | -451.7% | -54.2% |
| 5Y | -53.7% | +205.5% | -259.2% | -71.2% |
| 10Y | -16.9% | +291.1% | -308.0% | -60.4% |
| All | -16.9% | +274.8% | -291.7% | -60.4% |
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