+53.8%
NDAQ vs HBM
+369.9%
-316.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.8% | -7.6% | -2.4% |
| 7D | -2.6% | +7.4% | -9.9% | -3.2% |
| 30D | +0.5% | +5.1% | -4.6% | -0.1% |
| 3M | +9.9% | +11.1% | -1.2% | +8.3% |
| 6M | +8.2% | +30.2% | -22.0% | +4.1% |
| YTD | -1.5% | +46.2% | -47.7% | -7.2% |
| 1Y | +1.3% | +120.0% | -118.7% | -9.7% |
| 3Y | +92.6% | +527.4% | -434.8% | +44.9% |
| 5Y | +53.8% | +400.4% | -346.6% | +16.3% |
| All | +53.8% | +369.9% | -316.0% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling