+876.8%
DIA vs HBM
+462.4%
+414.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.2% |
| 7D | +1.6% | +5.1% | -3.5% | +0.9% |
| 30D | +1.2% | -15.8% | +17.0% | +3.4% |
| 3M | -2.4% | -22.4% | +20.0% | +0.4% |
| 6M | +5.7% | -20.2% | +25.9% | +7.4% |
| YTD | +9.9% | +9.0% | +0.9% | +6.1% |
| 1Y | +9.8% | +27.4% | -17.5% | +3.6% |
| 3Y | +59.8% | +424.2% | -364.5% | +20.5% |
| 5Y | +57.7% | +196.1% | -138.4% | +23.8% |
| 10Y | +235.8% | +285.4% | -49.6% | +123.6% |
| All | +876.8% | +462.4% | +414.4% | +420.5% |
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