+5,723.8%
LNG vs HBM
+649.7%
+5,074.1%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | -6.7% | +5.5% | -12.3% | -8.0% |
| 30D | +3.9% | +3.3% | +0.6% | +2.6% |
| 3M | +15.5% | +12.7% | +2.9% | +10.6% |
| 6M | +10.5% | +28.2% | -17.7% | +0.2% |
| YTD | +43.0% | +45.3% | -2.3% | +24.1% |
| 1Y | +18.9% | +121.7% | -102.8% | -8.0% |
| 3Y | +74.7% | +523.5% | -448.9% | -1.8% |
| 5Y | +231.2% | +393.9% | -162.7% | +84.2% |
| 10Y | +544.5% | +647.9% | -103.4% | +148.5% |
| All | +5,723.8% | +649.7% | +5,074.1% | +1,606.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling