+1,314.0%
ET vs HBM
+470.7%
+843.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +1.8% | -1.3% | +3.0% | +1.9% |
| 30D | -3.0% | -14.8% | +11.9% | 0.0% |
| 3M | -4.7% | -20.7% | +16.0% | -0.9% |
| 6M | +2.7% | -13.9% | +16.6% | +3.0% |
| YTD | +26.5% | +10.6% | +15.9% | +17.3% |
| 1Y | +25.0% | +32.4% | -7.4% | +10.8% |
| 3Y | +85.4% | +432.0% | -346.6% | +12.6% |
| 5Y | +215.5% | +205.5% | +10.0% | +105.1% |
| 10Y | +161.3% | +291.1% | -129.8% | +31.8% |
| All | +1,314.0% | +470.7% | +843.3% | +435.5% |
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 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