+654.2%
HBM vs DAR
+1,178.3%
-524.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.9% | +2.8% | +4.2% |
| 7D | +7.3% | -0.9% | +8.2% | +7.8% |
| 30D | +5.0% | +13.0% | -7.9% | -2.1% |
| 3M | +11.1% | +15.0% | -3.9% | +1.7% |
| 6M | +30.2% | +26.8% | +3.3% | +12.3% |
| YTD | +46.2% | +86.4% | -40.2% | +3.3% |
| 1Y | +120.0% | +115.1% | +4.9% | +41.9% |
| 3Y | +527.3% | +14.6% | +512.6% | +431.9% |
| 5Y | +400.3% | -8.8% | +409.0% | +369.7% |
| 10Y | +621.3% | +356.5% | +264.8% | +183.5% |
| All | +654.2% | +1,178.3% | -524.1% | +116.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling