+3,047.2%
DELL vs HBM
+363.2%
+2,684.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.1% | -6.1% | -6.9% |
| 7D | +4.9% | +2.2% | +2.6% | +4.3% |
| 30D | -32.1% | -11.8% | -20.3% | -29.8% |
| 3M | -30.2% | -19.2% | -11.0% | -26.4% |
| 6M | +41.7% | -22.9% | +64.6% | +50.2% |
| YTD | +176.6% | +7.8% | +168.8% | +168.4% |
| 1Y | +159.9% | +34.9% | +125.0% | +139.7% |
| 3Y | +388.0% | +422.2% | -34.2% | +232.0% |
| 5Y | +578.2% | +192.8% | +385.4% | +390.1% |
| 10Y | +2,653.4% | +281.1% | +2,372.2% | +1,490.0% |
| All | +3,047.2% | +363.2% | +2,684.0% | +1,724.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling