+1,834.1%
NDAQ vs HBM
+470.7%
+1,363.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | 0.0% | -1.3% | +1.2% | +0.1% |
| 30D | +16.3% | -14.8% | +31.2% | +18.2% |
| 3M | +15.8% | -20.7% | +36.5% | +18.4% |
| 6M | +24.8% | -13.9% | +38.7% | +25.2% |
| YTD | +14.1% | +10.6% | +3.4% | +9.6% |
| 1Y | +26.5% | +32.4% | -5.8% | +18.7% |
| 3Y | +119.1% | +432.0% | -312.9% | +67.2% |
| 5Y | +70.9% | +205.5% | -134.5% | +35.1% |
| 10Y | +479.7% | +291.1% | +188.6% | +287.8% |
| All | +1,834.1% | +470.7% | +1,363.3% | +764.2% |
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