+49.8%
HBM vs NTR
+36.7%
+13.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.0% | -0.3% | +2.7% |
| 7D | -5.8% | +4.3% | -10.2% | -6.8% |
| 30D | -18.5% | +2.6% | -21.1% | -19.1% |
| 3M | -10.3% | +8.5% | -18.8% | -12.1% |
| 6M | +2.1% | -3.3% | +5.5% | +2.6% |
| YTD | +12.0% | +19.6% | -7.6% | -0.1% |
| 1Y | +49.8% | +37.6% | +12.1% | +17.6% |
| All | +49.8% | +36.7% | +13.1% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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