+31.7%
HBM vs NYT
+11.3%
+20.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.4% | -6.0% | -7.6% |
| 7D | -11.9% | -5.5% | -6.4% | -12.8% |
| 30D | -23.6% | +2.7% | -26.3% | -23.2% |
| 3M | -20.5% | +0.5% | -21.0% | -20.5% |
| 6M | -7.9% | -14.6% | +6.7% | -9.1% |
| YTD | +3.8% | -4.4% | +8.2% | +5.3% |
| 1Y | +31.7% | +15.2% | +16.5% | +27.7% |
| All | +31.7% | +11.3% | +20.3% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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