+32.3%
DLR vs HBM
+194.0%
-161.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.7% |
| 7D | +3.3% | +2.2% | +1.1% | +3.0% |
| 30D | +4.6% | -11.8% | +16.4% | +6.3% |
| 3M | -8.3% | -19.2% | +10.9% | -5.9% |
| 6M | -5.6% | -22.9% | +17.3% | -3.4% |
| YTD | +18.7% | +7.8% | +10.9% | +14.9% |
| 1Y | +17.1% | +34.9% | -17.8% | +9.7% |
| 3Y | +54.4% | +422.2% | -367.9% | +15.6% |
| All | +32.3% | +194.0% | -161.7% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling