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HB

Last updated May 27, 2023

Asset Allocation


Performance

The chart shows the growth of an initial investment of $10,000 in HB, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly


120.00%140.00%160.00%180.00%200.00%December2023FebruaryMarchAprilMay
123.01%
195.36%
HB
Benchmark (^GSPC)
Portfolio components

Returns

As of May 27, 2023, the HB returned 3.94% Year-To-Date and 3.89% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark0.86%9.53%6.09%1.14%9.10%9.96%
HB-1.11%3.94%4.75%0.68%5.23%3.95%
DGEIX
DFA Global Equity Portfolio Institutional Class
-0.82%5.85%4.14%0.02%6.93%8.66%
SHV
iShares Short Treasury Bond ETF
0.30%1.75%2.18%2.79%1.39%0.86%
VIPSX
Vanguard Inflation-Protected Securities Fund Investor Shares
-1.81%1.44%1.09%-5.77%2.31%1.45%
GLD
SPDR Gold Trust
-2.10%6.65%11.73%4.67%7.98%3.06%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

SHVDGEIXGLDVIPSX
SHV1.00-0.080.070.15
DGEIX-0.081.000.10-0.17
GLD0.070.101.000.29
VIPSX0.15-0.170.291.00

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current HB Sharpe ratio is 0.20. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-0.80-0.60-0.40-0.200.000.200.40December2023FebruaryMarchAprilMay
0.20
0.27
HB
Benchmark (^GSPC)
Portfolio components

Dividend yield

HB granted a 4.04% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
HB4.04%3.67%2.49%1.21%1.83%2.08%1.54%1.71%0.87%1.32%1.21%1.91%
DGEIX
DFA Global Equity Portfolio Institutional Class
4.94%4.93%4.53%2.61%2.51%3.03%2.55%2.30%2.45%2.37%2.18%2.69%
SHV
iShares Short Treasury Bond ETF
2.69%1.40%0.00%0.76%2.27%1.75%0.78%0.37%0.03%0.00%0.00%0.01%
VIPSX
Vanguard Inflation-Protected Securities Fund Investor Shares
8.52%8.34%5.43%1.46%2.56%3.56%2.81%4.19%0.99%2.91%2.66%4.95%
GLD
SPDR Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The HB has a high expense ratio of 0.25%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%December2023FebruaryMarchAprilMay
-3.41%
-12.32%
HB
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the HB. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the HB is 22.15%, recorded on Nov 20, 2008. It took 225 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.15%Mar 17, 2008175Nov 20, 2008225Oct 14, 2009400
-12.47%Nov 15, 2021218Sep 27, 2022
-12.14%Feb 24, 202019Mar 19, 202050Jun 1, 202069
-8.9%Jul 14, 2014383Jan 19, 2016114Jun 30, 2016497
-8.26%Feb 7, 201397Jun 26, 2013247Jun 19, 2014344

Volatility Chart

The current HB volatility is 1.26%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%December2023FebruaryMarchAprilMay
1.26%
3.82%
HB
Benchmark (^GSPC)
Portfolio components