+50.0%
DOW vs HBM
+25.3%
+24.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.4% |
| 7D | +5.2% | +2.2% | +3.0% | +5.3% |
| 30D | +13.2% | -11.8% | +25.0% | +12.9% |
| 3M | +10.1% | -19.2% | +29.3% | +9.7% |
| 6M | -13.1% | -22.9% | +9.8% | -12.7% |
| YTD | +46.1% | +7.8% | +38.3% | +35.1% |
| 1Y | +50.0% | +34.9% | +15.1% | +23.9% |
| All | +50.0% | +25.3% | +24.7% | +23.9% |
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