+1,106.4%
DLR vs HBM
+613.3%
+493.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.4% |
| 7D | +1.6% | -6.4% | +7.9% | +2.3% |
| 30D | -3.4% | +5.9% | -9.3% | -4.0% |
| 3M | +0.5% | -8.9% | +9.4% | +0.9% |
| 6M | +4.6% | +10.7% | -6.1% | +2.3% |
| YTD | +23.4% | +38.3% | -14.9% | +17.5% |
| 1Y | +19.0% | +121.3% | -102.3% | +7.4% |
| 3Y | +56.5% | +450.6% | -394.1% | +25.8% |
| 5Y | +33.3% | +338.0% | -304.7% | +6.5% |
| 10Y | +165.1% | +578.6% | -413.5% | +78.5% |
| All | +1,106.4% | +613.3% | +493.1% | +494.6% |
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 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