+406.7%
BNY vs HBM
+619.2%
-212.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -1.3% | -3.3% | +2.0% | -0.9% |
| 30D | -0.2% | -4.8% | +4.7% | +0.4% |
| 3M | +14.9% | -0.4% | +15.4% | +14.0% |
| 6M | +40.0% | +17.9% | +22.1% | +33.3% |
| YTD | +42.0% | +33.7% | +8.3% | +31.1% |
| 1Y | +56.9% | +95.6% | -38.7% | +34.5% |
| 3Y | +289.9% | +458.1% | -168.3% | +164.3% |
| 5Y | +259.2% | +329.0% | -69.8% | +143.7% |
| All | +406.7% | +619.2% | -212.4% | +164.7% |
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