+1,258.4%
NET vs HBM
+421.8%
+836.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -7.4% | -0.9% | -6.6% |
| 7D | -21.2% | -11.9% | -9.3% | -18.8% |
| 30D | -31.1% | -23.6% | -7.5% | -26.8% |
| 3M | -16.5% | -20.5% | +4.0% | -12.5% |
| 6M | 0.0% | -7.9% | +7.9% | +0.1% |
| YTD | +24.0% | +3.8% | +20.3% | +17.8% |
| 1Y | +7.0% | +31.7% | -24.7% | -4.2% |
| 3Y | +279.6% | +342.4% | -62.8% | +147.3% |
| 5Y | +24.0% | +205.5% | -181.5% | -15.6% |
| All | +1,258.4% | +421.8% | +836.6% | +777.6% |
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