+4.3%
DT vs HBM
+123.0%
-118.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.7% |
| 7D | -3.3% | -6.4% | +3.1% | -3.6% |
| 30D | +2.0% | +5.9% | -3.9% | +2.4% |
| 3M | +20.0% | -8.9% | +28.9% | +19.3% |
| 6M | +39.3% | +10.7% | +28.6% | +42.4% |
| YTD | +19.8% | +38.3% | -18.5% | +23.4% |
| 1Y | +4.3% | +121.3% | -117.1% | +9.0% |
| All | +4.3% | +123.0% | -118.7% | +9.0% |
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