+95.6%
HBM vs BNS
+49.3%
+46.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.1% | -1.1% |
| 7D | -3.3% | -0.4% | -2.9% | -3.0% |
| 30D | -4.8% | +3.5% | -8.3% | -8.3% |
| 3M | -0.4% | +14.1% | -14.5% | -15.3% |
| 6M | +17.9% | +33.8% | -15.9% | -17.6% |
| YTD | +33.7% | +29.5% | +4.3% | -2.7% |
| 1Y | +95.6% | +48.4% | +47.2% | +38.8% |
| All | +95.6% | +49.3% | +46.3% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling