+593.2%
HBM vs DTE
+829.7%
-236.5%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.3% | -6.3% | -6.8% |
| 7D | -3.7% | -2.0% | -1.7% | -2.5% |
| 30D | -3.7% | -2.4% | -1.3% | -2.4% |
| 3M | +8.0% | -7.3% | +15.3% | +12.0% |
| 6M | +15.8% | -7.6% | +23.4% | +19.6% |
| YTD | +34.4% | +5.8% | +28.6% | +27.8% |
| 1Y | +98.2% | +2.3% | +95.8% | +92.1% |
| 3Y | +476.6% | +45.0% | +431.6% | +344.1% |
| 5Y | +331.1% | +33.2% | +297.9% | +248.1% |
| 10Y | +591.6% | +141.4% | +450.2% | +256.5% |
| All | +593.2% | +829.7% | -236.5% | +18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling