+589.9%
HBM vs NYT
+1,657.2%
-1,067.4%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | -3.3% | -0.6% | -2.7% | -3.1% |
| 30D | -4.8% | +4.6% | -9.4% | -6.5% |
| 3M | -0.4% | -9.6% | +9.2% | +2.1% |
| 6M | +17.9% | -14.0% | +31.9% | +22.7% |
| YTD | +33.7% | -2.8% | +36.6% | +31.6% |
| 1Y | +95.6% | +15.6% | +80.0% | +78.9% |
| 3Y | +458.1% | +56.3% | +401.8% | +342.3% |
| 5Y | +329.0% | +39.5% | +289.5% | +247.2% |
| 10Y | +588.2% | +488.0% | +100.2% | +206.8% |
| All | +589.9% | +1,657.2% | -1,067.4% | +96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling