+1,602.6%
NDAQ vs HBM
+613.3%
+989.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -0.9% | -1.7% |
| 7D | -2.4% | -6.4% | +3.9% | -1.7% |
| 30D | +2.5% | +5.9% | -3.5% | +1.6% |
| 3M | +9.9% | -8.9% | +18.8% | +10.3% |
| 6M | +9.4% | +10.7% | -1.2% | +6.4% |
| YTD | +0.4% | +38.3% | -37.8% | -5.6% |
| 1Y | +4.0% | +121.3% | -117.3% | -8.3% |
| 3Y | +94.4% | +450.6% | -356.2% | +48.2% |
| 5Y | +56.7% | +338.0% | -281.3% | +18.6% |
| 10Y | +375.3% | +578.6% | -203.3% | +195.5% |
| All | +1,602.6% | +613.3% | +989.2% | +643.8% |
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