+1,435.1%
ET vs HBM
+613.3%
+821.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | +0.9% | -6.4% | +7.2% | +2.3% |
| 30D | +7.5% | +5.9% | +1.6% | +5.8% |
| 3M | +11.4% | -8.9% | +20.3% | +11.8% |
| 6M | +18.5% | +10.7% | +7.9% | +12.1% |
| YTD | +37.4% | +38.3% | -0.9% | +22.3% |
| 1Y | +30.9% | +121.3% | -90.4% | +3.6% |
| 3Y | +98.7% | +450.6% | -351.8% | +20.8% |
| 5Y | +230.7% | +338.0% | -107.3% | +99.2% |
| 10Y | +175.6% | +578.6% | -403.0% | +22.6% |
| All | +1,435.1% | +613.3% | +821.7% | +458.4% |
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