+550.0%
LNG vs HBM
+619.2%
-69.2%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -4.7% | -3.3% | -1.4% | -4.3% |
| 30D | +3.8% | -4.8% | +8.6% | +4.2% |
| 3M | +16.2% | -0.4% | +16.6% | +14.9% |
| 6M | +11.7% | +17.9% | -6.2% | +5.3% |
| YTD | +44.2% | +33.7% | +10.5% | +31.3% |
| 1Y | +18.6% | +95.6% | -77.0% | -0.6% |
| 3Y | +77.4% | +458.1% | -380.7% | +14.7% |
| 5Y | +232.3% | +329.0% | -96.7% | +114.9% |
| All | +550.0% | +619.2% | -69.2% | +211.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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