+19.3%
ETN vs HBM
+123.0%
-103.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.7% |
| 7D | +2.0% | -6.4% | +8.4% | +3.9% |
| 30D | -7.9% | +5.9% | -13.8% | -9.7% |
| 3M | -1.6% | -8.9% | +7.3% | -0.5% |
| 6M | +16.9% | +10.7% | +6.2% | +10.9% |
| YTD | +30.1% | +38.3% | -8.2% | +15.0% |
| 1Y | +19.3% | +121.3% | -102.0% | -9.3% |
| All | +19.3% | +123.0% | -103.7% | -9.3% |
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