+589.9%
HBM vs TDY
+2,147.9%
-1,558.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -1.4% |
| 7D | -3.3% | -1.1% | -2.2% | -2.5% |
| 30D | -4.8% | -12.0% | +7.2% | +5.1% |
| 3M | -0.4% | -3.2% | +2.8% | +2.1% |
| 6M | +17.9% | -7.9% | +25.7% | +26.7% |
| YTD | +33.7% | +18.2% | +15.5% | +17.6% |
| 1Y | +95.6% | +6.7% | +88.9% | +85.7% |
| 3Y | +458.1% | +47.5% | +410.6% | +303.0% |
| 5Y | +329.0% | +39.5% | +289.5% | +220.3% |
| 10Y | +588.2% | +477.2% | +111.0% | +55.9% |
| All | +589.9% | +2,147.9% | -1,558.1% | -37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling