-35.9%
DOW vs HBM
+392.2%
-428.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -6.0% | +5.5% | -11.5% | -7.1% |
| 30D | -2.7% | +3.3% | -6.0% | -3.7% |
| 3M | -10.5% | +12.7% | -23.1% | -13.9% |
| 6M | -12.4% | +28.2% | -40.6% | -20.3% |
| YTD | +30.0% | +45.3% | -15.3% | +12.8% |
| 1Y | +27.8% | +121.7% | -93.9% | -2.4% |
| 3Y | -34.9% | +523.5% | -558.5% | -64.3% |
| 5Y | -35.9% | +393.9% | -429.8% | -65.7% |
| All | -35.9% | +392.2% | -428.1% | -65.7% |
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