+102.3%
BN vs HBM
+448.1%
-345.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.7% | +2.3% | -0.5% |
| 7D | +4.3% | +2.4% | +1.9% | +3.7% |
| 30D | +14.3% | -16.0% | +30.3% | +18.5% |
| 3M | -4.1% | -21.3% | +17.2% | +0.4% |
| 6M | -9.7% | -12.2% | +2.6% | -9.4% |
| YTD | -7.1% | +10.7% | -17.8% | -14.6% |
| 1Y | -7.4% | +30.3% | -37.7% | -18.9% |
| 3Y | +102.3% | +432.2% | -329.9% | +4.1% |
| All | +102.3% | +448.1% | -345.8% | +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