+33.2%
BN vs HBM
+392.2%
-359.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | -3.0% | +5.5% | -8.5% | -4.4% |
| 30D | -13.0% | +3.3% | -16.3% | -14.1% |
| 3M | -15.2% | +12.7% | -27.9% | -19.0% |
| 6M | -5.9% | +28.2% | -34.1% | -14.7% |
| YTD | -15.8% | +45.3% | -61.1% | -27.6% |
| 1Y | -12.2% | +121.7% | -133.9% | -34.0% |
| 3Y | +72.2% | +523.5% | -451.3% | -10.9% |
| 5Y | +33.2% | +393.9% | -360.7% | -29.0% |
| All | +33.2% | +392.2% | -359.0% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling