+34.3%
ED vs HBM
+478.3%
-444.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.4% |
| 7D | -0.2% | -6.4% | +6.2% | -0.4% |
| 30D | -0.1% | +5.9% | -6.0% | +0.1% |
| 3M | +3.9% | -8.9% | +12.8% | +4.0% |
| 6M | -3.0% | +10.7% | -13.7% | -2.3% |
| YTD | +10.7% | +38.3% | -27.6% | +12.3% |
| 1Y | +13.3% | +121.3% | -108.0% | +16.4% |
| All | +34.3% | +478.3% | -444.1% | +26.0% |
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 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