+256.9%
BN vs HBM
+622.7%
-365.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.5% | +6.3% | +0.5% |
| 7D | -5.9% | -3.7% | -2.1% | -5.2% |
| 30D | -15.1% | -3.7% | -11.4% | -14.7% |
| 3M | -14.6% | +8.0% | -22.6% | -17.2% |
| 6M | -8.4% | +15.8% | -24.2% | -13.7% |
| YTD | -16.8% | +34.4% | -51.2% | -25.3% |
| 1Y | -14.4% | +98.2% | -112.5% | -30.4% |
| 3Y | +70.1% | +476.6% | -406.5% | +3.5% |
| 5Y | +33.5% | +331.1% | -297.6% | -17.2% |
| All | +256.9% | +622.7% | -365.8% | +61.5% |
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