-84.3%
TE vs HBM
+194.0%
-278.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.4% |
| 7D | -19.1% | +2.2% | -21.3% | -20.3% |
| 30D | -34.1% | -11.8% | -22.3% | -29.2% |
| 3M | -60.1% | -19.2% | -40.9% | -54.9% |
| 6M | -66.0% | -22.9% | -43.1% | -59.8% |
| YTD | -71.4% | +7.8% | -79.2% | -72.3% |
| 1Y | -45.3% | +34.9% | -80.2% | -52.7% |
| 3Y | +9.1% | +422.2% | -413.1% | -50.9% |
| All | -84.3% | +194.0% | -278.4% | -90.6% |
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