+66.6%
TEL vs HBM
+460.9%
-394.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.5% | +7.5% | +1.6% |
| 7D | -2.3% | -3.7% | +1.4% | -1.6% |
| 30D | -6.1% | -3.7% | -2.4% | -5.7% |
| 3M | +1.7% | +8.0% | -6.3% | -1.1% |
| 6M | +1.6% | +15.8% | -14.2% | -3.8% |
| YTD | -9.1% | +34.4% | -43.4% | -16.9% |
| 1Y | -1.7% | +98.2% | -99.8% | -17.5% |
| All | +66.6% | +460.9% | -394.2% | +4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling