+588.2%
HBM vs NTRS
+259.9%
+328.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -1.3% |
| 7D | -3.3% | +1.4% | -4.7% | -4.4% |
| 30D | -4.8% | -0.7% | -4.2% | -4.6% |
| 3M | -0.4% | +11.3% | -11.7% | -8.2% |
| 6M | +17.9% | +35.5% | -17.7% | -6.4% |
| YTD | +33.7% | +40.6% | -6.9% | +2.6% |
| 1Y | +95.6% | +49.2% | +46.4% | +43.3% |
| 3Y | +458.1% | +167.2% | +290.9% | +150.9% |
| 5Y | +329.0% | +94.9% | +234.1% | +139.2% |
| All | +588.2% | +259.9% | +328.3% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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