-13.9%
DT vs HBM
+438.5%
-452.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.7% |
| 7D | -5.4% | -1.3% | -4.2% | -5.4% |
| 30D | -32.2% | -14.8% | -17.4% | -31.5% |
| 3M | -10.9% | -20.7% | +9.8% | -9.8% |
| 6M | +10.0% | -13.9% | +23.9% | +10.4% |
| YTD | +2.1% | +10.6% | -8.5% | -1.6% |
| 1Y | -5.5% | +32.4% | -37.9% | -11.3% |
| All | -13.9% | +438.5% | -452.4% | -37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling