+9.7%
DLR vs HBM
+103.9%
-94.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.5% | +5.6% | -1.2% |
| 7D | -1.3% | -3.7% | +2.4% | -0.9% |
| 30D | -2.9% | -3.7% | +0.8% | -2.5% |
| 3M | +3.2% | +8.0% | -4.8% | +2.1% |
| 6M | +3.9% | +15.8% | -11.9% | +0.9% |
| YTD | +21.4% | +34.4% | -12.9% | +15.3% |
| 1Y | +9.7% | +98.2% | -88.5% | +2.3% |
| All | +9.7% | +103.9% | -94.2% | +2.3% |
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