+332.5%
HBM vs DTE
+30.3%
+302.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +0.1% |
| 7D | -3.3% | -2.6% | -0.7% | -2.1% |
| 30D | -4.8% | -4.4% | -0.4% | -2.9% |
| 3M | -0.4% | -8.3% | +7.9% | +3.0% |
| 6M | +17.9% | -8.1% | +26.0% | +21.2% |
| YTD | +33.7% | +4.4% | +29.3% | +27.7% |
| 1Y | +95.6% | +0.2% | +95.4% | +91.1% |
| 3Y | +458.1% | +42.6% | +415.5% | +324.9% |
| All | +332.5% | +30.3% | +302.2% | +255.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling