+121.3%
HBM vs DTE
+3.0%
+118.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -1.0% |
| 7D | -6.4% | +0.2% | -6.5% | -6.3% |
| 30D | +5.9% | -2.6% | +8.5% | +5.6% |
| 3M | -8.9% | -3.9% | -5.0% | -10.3% |
| 6M | +10.7% | -7.9% | +18.6% | +11.4% |
| YTD | +38.3% | +7.2% | +31.1% | +29.5% |
| 1Y | +121.3% | +3.1% | +118.3% | +110.4% |
| All | +121.3% | +3.0% | +118.3% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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