-53.2%
TE vs HBM
+647.5%
-700.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.3% | +1.6% |
| 7D | -4.0% | -6.4% | +2.4% | -1.7% |
| 30D | -15.9% | +5.9% | -21.8% | -17.6% |
| 3M | -60.5% | -8.9% | -51.6% | -58.8% |
| 6M | -35.2% | +10.7% | -45.9% | -36.9% |
| YTD | -31.1% | +38.3% | -69.4% | -37.5% |
| 1Y | +148.6% | +121.3% | +27.3% | +96.7% |
| 3Y | -26.4% | +450.6% | -477.0% | -53.6% |
| 5Y | -48.0% | +338.0% | -386.0% | -66.6% |
| All | -53.2% | +647.5% | -700.7% | -70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling