+60.1%
DIA vs HBM
+438.5%
-378.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | -1.6% | -1.3% | -0.4% | -1.5% |
| 30D | +1.3% | -14.8% | +16.1% | +2.9% |
| 3M | -2.1% | -20.7% | +18.6% | 0.0% |
| 6M | +6.2% | -13.9% | +20.1% | +6.7% |
| YTD | +10.3% | +10.6% | -0.3% | +6.6% |
| 1Y | +11.0% | +32.4% | -21.4% | +4.8% |
| All | +60.1% | +438.5% | -378.4% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling