+48.8%
DVN vs HBM
+649.7%
-600.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | -0.1% | +5.5% | -5.6% | -1.9% |
| 30D | +8.0% | +3.3% | +4.7% | +6.3% |
| 3M | +11.9% | +12.7% | -0.7% | +4.9% |
| 6M | +10.6% | +28.2% | -17.6% | -4.4% |
| YTD | +35.4% | +45.3% | -9.9% | +9.8% |
| 1Y | +46.5% | +121.7% | -75.2% | +0.6% |
| 3Y | +3.0% | +523.5% | -520.6% | -55.0% |
| 5Y | +120.5% | +393.9% | -273.4% | -1.3% |
| 10Y | +62.5% | +647.9% | -585.4% | -47.2% |
| All | +48.8% | +649.7% | -600.9% | -62.1% |
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 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