+59.6%
DD vs HBM
+392.2%
-332.6%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.4% |
| 7D | -3.8% | +5.5% | -9.3% | -5.1% |
| 30D | -9.2% | +3.3% | -12.5% | -10.2% |
| 3M | -9.0% | +12.7% | -21.6% | -12.7% |
| 6M | -5.0% | +28.2% | -33.2% | -12.9% |
| YTD | +7.4% | +45.3% | -37.9% | -5.6% |
| 1Y | +35.1% | +121.7% | -86.6% | +5.2% |
| 3Y | +43.2% | +523.5% | -480.3% | -19.1% |
| 5Y | +59.6% | +393.9% | -334.3% | -7.7% |
| All | +59.6% | +392.2% | -332.6% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling