+296.6%
BN vs HBM
+285.4%
+11.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.7% |
| 7D | -0.3% | +5.1% | -5.3% | -1.5% |
| 30D | +13.6% | -15.8% | +29.4% | +17.7% |
| 3M | -6.7% | -22.4% | +15.8% | -1.8% |
| 6M | -9.0% | -20.2% | +11.3% | -6.3% |
| YTD | -8.8% | +9.0% | -17.8% | -14.5% |
| 1Y | -10.6% | +27.4% | -38.0% | -19.5% |
| 3Y | +98.8% | +424.2% | -325.5% | +22.4% |
| 5Y | +33.6% | +196.1% | -162.5% | -10.7% |
| All | +296.6% | +285.4% | +11.2% | +98.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling