-28.4%
DT vs HBM
+392.2%
-420.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | -0.5% | +5.5% | -6.0% | -1.3% |
| 30D | +0.1% | +3.3% | -3.2% | -0.6% |
| 3M | +24.1% | +12.7% | +11.5% | +21.1% |
| 6M | +30.1% | +28.2% | +1.9% | +22.9% |
| YTD | +16.8% | +45.3% | -28.6% | +6.3% |
| 1Y | -0.1% | +121.7% | -121.8% | -17.1% |
| 3Y | +6.8% | +523.5% | -516.7% | -32.8% |
| 5Y | -28.4% | +393.9% | -422.3% | -52.8% |
| All | -28.4% | +392.2% | -420.6% | -52.8% |
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