+194.9%
HBM vs NTR
+97.9%
+97.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | -3.3% | -1.3% | -2.0% | -2.2% |
| 30D | -4.8% | +16.8% | -21.6% | -15.5% |
| 3M | -0.4% | +20.7% | -21.2% | -14.7% |
| 6M | +17.9% | +0.5% | +17.3% | +13.3% |
| YTD | +33.7% | +29.2% | +4.5% | +5.0% |
| 1Y | +95.6% | +39.6% | +56.0% | +43.5% |
| 3Y | +458.1% | +37.9% | +420.3% | +300.0% |
| 5Y | +329.0% | +47.1% | +281.9% | +156.3% |
| All | +194.9% | +97.9% | +97.0% | +25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling