+15.6%
DIA vs HBM
+97.2%
-81.6%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.0% |
| 7D | -1.6% | -3.3% | +1.7% | -1.3% |
| 30D | -2.0% | -4.8% | +2.8% | -1.7% |
| 3M | +3.6% | -0.4% | +4.0% | +3.3% |
| 6M | +11.5% | +17.9% | -6.4% | +8.5% |
| YTD | +10.4% | +33.7% | -23.4% | +5.7% |
| 1Y | +15.6% | +95.6% | -80.0% | +8.1% |
| All | +15.6% | +97.2% | -81.6% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling