+80.8%
ED vs HBM
+217.3%
-136.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.0% | -9.1% | -0.1% |
| 7D | -0.1% | +5.0% | -5.1% | -0.1% |
| 30D | +11.6% | -12.7% | +24.3% | +11.6% |
| 3M | +10.5% | -17.4% | +28.0% | +10.6% |
| 6M | +13.2% | -8.9% | +22.1% | +13.1% |
| YTD | +22.1% | +14.9% | +7.2% | +21.4% |
| 1Y | +24.2% | +41.4% | -17.3% | +22.9% |
| 3Y | +46.9% | +462.1% | -415.2% | +34.3% |
| 5Y | +80.8% | +224.0% | -143.2% | +67.5% |
| All | +80.8% | +217.3% | -136.5% | +67.5% |
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 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