+246.8%
ET vs HBM
+336.0%
-89.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.5% | +7.8% | +1.3% |
| 7D | +1.4% | -3.7% | +5.1% | +1.8% |
| 30D | +4.6% | -3.7% | +8.2% | +4.9% |
| 3M | +16.0% | +8.0% | +8.0% | +13.5% |
| 6M | +22.8% | +15.8% | +7.0% | +17.2% |
| YTD | +38.9% | +34.4% | +4.5% | +27.6% |
| 1Y | +34.1% | +98.2% | -64.1% | +13.4% |
| 3Y | +98.8% | +476.6% | -377.8% | +28.6% |
| 5Y | +246.8% | +331.1% | -84.3% | +122.1% |
| All | +246.8% | +336.0% | -89.2% | +122.1% |
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 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