+56.0%
TEM vs HBM
-22.0%
+77.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.1% | -4.5% | -5.0% |
| 7D | -5.9% | +2.2% | -8.1% | -6.7% |
| 30D | +4.8% | -11.8% | +16.6% | +12.4% |
| 3M | +31.9% | -19.2% | +51.1% | +48.8% |
| 6M | +56.0% | -22.9% | +78.9% | +75.1% |
| All | +56.0% | -22.0% | +77.9% | +75.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling