+99.4%
DE vs HBM
+336.0%
-236.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.5% | +7.6% | +1.5% |
| 7D | -2.4% | -3.7% | +1.4% | -1.8% |
| 30D | +9.7% | -3.7% | +13.4% | +10.1% |
| 3M | +21.4% | +8.0% | +13.4% | +18.3% |
| 6M | +15.0% | +15.8% | -0.8% | +9.4% |
| YTD | +46.4% | +34.4% | +12.1% | +33.8% |
| 1Y | +45.6% | +98.2% | -52.5% | +21.4% |
| 3Y | +76.8% | +476.6% | -399.8% | +8.3% |
| 5Y | +99.4% | +331.1% | -231.7% | +24.9% |
| All | +99.4% | +336.0% | -236.6% | +24.9% |
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