-48.5%
TE vs HBM
+336.0%
-384.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -7.5% | +0.8% | -2.7% |
| 7D | +0.9% | -3.7% | +4.6% | +3.2% |
| 30D | -16.3% | -3.7% | -12.6% | -14.6% |
| 3M | -40.8% | +8.0% | -48.8% | -42.5% |
| 6M | -42.6% | +15.8% | -58.4% | -46.5% |
| YTD | -31.4% | +34.4% | -65.8% | -41.1% |
| 1Y | +144.9% | +98.2% | +46.8% | +73.7% |
| 3Y | -26.0% | +476.6% | -502.6% | -68.1% |
| 5Y | -48.5% | +331.1% | -379.6% | -73.7% |
| All | -48.5% | +336.0% | -384.5% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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