-10.8%
DOW vs HBM
+296.5%
-307.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.8% |
| 7D | -2.4% | -6.4% | +4.0% | -0.7% |
| 30D | +0.4% | +5.9% | -5.5% | -1.6% |
| 3M | -14.4% | -8.9% | -5.5% | -13.9% |
| 6M | -7.0% | +10.7% | -17.6% | -13.7% |
| YTD | +30.2% | +38.3% | -8.1% | +11.4% |
| 1Y | +29.2% | +121.3% | -92.1% | -5.6% |
| 3Y | -36.7% | +450.6% | -487.3% | -67.1% |
| 5Y | -37.7% | +338.0% | -375.7% | -68.0% |
| All | -10.8% | +296.5% | -307.3% | -65.3% |
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 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