+59.9%
DIA vs HBM
+522.1%
-462.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.8% | -6.9% | -1.8% |
| 7D | +0.1% | +7.4% | -7.3% | -0.7% |
| 30D | -2.1% | +5.1% | -7.1% | -2.7% |
| 3M | +4.2% | +11.1% | -7.0% | +2.4% |
| 6M | +11.9% | +30.2% | -18.3% | +7.3% |
| YTD | +10.8% | +46.2% | -35.4% | +4.2% |
| 1Y | +17.5% | +120.0% | -102.5% | +4.7% |
| 3Y | +59.9% | +527.4% | -467.5% | +21.6% |
| All | +59.9% | +522.1% | -462.1% | +21.6% |
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 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