+1,990.3%
TEL vs HBM
+654.4%
+1,335.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.8% | -7.5% | -3.0% |
| 7D | -1.4% | +7.4% | -8.8% | -3.0% |
| 30D | -4.9% | +5.1% | -9.9% | -6.1% |
| 3M | +0.1% | +11.1% | -11.0% | -3.0% |
| 6M | +0.4% | +30.2% | -29.9% | -6.8% |
| YTD | -8.9% | +46.2% | -55.1% | -18.0% |
| 1Y | -0.3% | +120.0% | -120.4% | -18.1% |
| 3Y | +67.6% | +527.4% | -459.8% | +6.1% |
| 5Y | +50.7% | +400.4% | -349.7% | -4.9% |
| 10Y | +288.6% | +621.5% | -332.9% | +90.7% |
| All | +1,990.3% | +654.4% | +1,335.9% | +539.7% |
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 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