+117.6%
DT vs HBM
+529.5%
-411.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | -3.3% | -6.4% | +3.1% | -2.1% |
| 30D | +2.0% | +5.9% | -3.9% | +0.6% |
| 3M | +20.0% | -8.9% | +28.9% | +20.7% |
| 6M | +39.3% | +10.7% | +28.6% | +32.8% |
| YTD | +19.8% | +38.3% | -18.5% | +7.4% |
| 1Y | +4.3% | +121.3% | -117.1% | -16.9% |
| 3Y | +7.7% | +450.6% | -442.9% | -34.8% |
| 5Y | -26.8% | +338.0% | -364.8% | -55.7% |
| All | +117.6% | +529.5% | -411.9% | -12.5% |
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