+850.5%
BNY vs HBM
+593.2%
+257.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.5% | +7.6% | +1.4% |
| 7D | -1.1% | -3.7% | +2.7% | -0.5% |
| 30D | +1.4% | -3.7% | +5.1% | +1.8% |
| 3M | +16.8% | +8.0% | +8.8% | +14.1% |
| 6M | +42.0% | +15.8% | +26.2% | +35.4% |
| YTD | +41.9% | +34.4% | +7.5% | +30.8% |
| 1Y | +59.2% | +98.2% | -39.0% | +35.9% |
| 3Y | +290.9% | +476.6% | -185.7% | +162.9% |
| 5Y | +259.0% | +331.1% | -72.1% | +142.9% |
| 10Y | +413.0% | +591.6% | -178.5% | +168.4% |
| All | +850.5% | +593.2% | +257.3% | +211.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling