+654.4%
HBM vs DAR
+1,178.3%
-523.9%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.9% | +2.8% | +4.3% |
| 7D | +7.4% | -0.9% | +8.2% | +7.8% |
| 30D | +5.1% | +13.0% | -7.9% | -2.1% |
| 3M | +11.1% | +15.0% | -3.9% | +1.7% |
| 6M | +30.2% | +26.8% | +3.4% | +12.4% |
| YTD | +46.2% | +86.4% | -40.2% | +3.4% |
| 1Y | +120.0% | +115.1% | +5.0% | +41.9% |
| 3Y | +527.4% | +14.6% | +512.8% | +432.0% |
| 5Y | +400.4% | -8.8% | +409.2% | +369.9% |
| 10Y | +621.5% | +356.5% | +265.0% | +183.6% |
| All | +654.4% | +1,178.3% | -523.9% | +116.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded DAR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling