+34.1%
ET vs HBM
+103.9%
-69.8%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.5% | +7.8% | +0.2% |
| 7D | +1.4% | -3.7% | +5.1% | +1.3% |
| 30D | +4.6% | -3.7% | +8.2% | +4.5% |
| 3M | +16.0% | +8.0% | +8.0% | +16.2% |
| 6M | +22.8% | +15.8% | +7.0% | +23.5% |
| YTD | +38.9% | +34.4% | +4.5% | +37.6% |
| 1Y | +34.1% | +98.2% | -64.1% | +30.6% |
| All | +34.1% | +103.9% | -69.8% | +30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling