+17.9%
HBM vs TDY
-7.1%
+25.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -2.0% |
| 7D | -3.3% | -1.1% | -2.2% | -2.1% |
| 30D | -4.8% | -12.0% | +7.2% | +11.8% |
| 3M | -0.4% | -3.2% | +2.8% | +2.7% |
| 6M | +17.9% | -7.9% | +25.7% | +32.2% |
| All | +17.9% | -7.1% | +25.0% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 6mo: compounded portfolio wealth divided by compounded TDY 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…
6mo analysis · Full analysis span regression · 6 months rolling