HB组合模拟

The chart shows the growth of an initial investment of $10,000 in HB组合模拟, 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 Every 3 months.

As of Apr 2, 2026, the HB组合模拟 returned -11.79% Year-To-Date and 11.27% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Aug 2, 2013, HB组合模拟's average daily return is +0.04%, while the average monthly return is +1.21%. At this rate, your investment would double in approximately 4.8 years.

Historically, 57% of months were positive and 43% were negative. The best month was Nov 2013 with a return of +36.5%, while the worst month was Jul 2021 at -13.4%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 7 months.

On a daily basis, HB组合模拟 closed higher 53% of trading days. The best single day was Mar 16, 2022 with a return of +19.1%, while the worst single day was Mar 16, 2020 at -9.1%.

HB组合模拟 has an annualized alpha of 3.69%, beta of 0.87, and R² of 0.37 versus S&P 500 Index. Calculated based on daily prices since August 02, 2013.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (80.79%) than losses (72.44%) — typical of diversified or defensive assets.
• R² of 0.37 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

HB组合模拟 has an expense ratio of 0.50%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

HB组合模拟 ranks 3 for risk / return — in the bottom 3% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

HB组合模拟 Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

• 1-Year: -0.09
• 5-Year: -0.09
• 10-Year: 0.45
• All Time: 0.52

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.01 to 1.70, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of HB组合模拟 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

HB组合模拟 provided a 5.20% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the HB组合模拟. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the HB组合模拟 was 59.19%, occurring on Oct 24, 2022. The portfolio has not yet recovered.

The current HB组合模拟 drawdown is 23.83%.

The chart below shows the rolling one-month volatility.