+588.2%
HBM vs DTE
+137.8%
+450.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +0.2% |
| 7D | -3.3% | -2.6% | -0.7% | -1.9% |
| 30D | -4.8% | -4.4% | -0.4% | -2.7% |
| 3M | -0.4% | -8.3% | +7.9% | +3.5% |
| 6M | +17.9% | -8.1% | +26.0% | +21.7% |
| YTD | +33.7% | +4.4% | +29.3% | +28.4% |
| 1Y | +95.6% | +0.2% | +95.4% | +92.2% |
| 3Y | +458.1% | +42.6% | +415.5% | +341.3% |
| 5Y | +329.0% | +31.5% | +297.5% | +254.7% |
| All | +588.2% | +137.8% | +450.4% | +305.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling