+1,449.6%
NET vs HBM
+595.3%
+854.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.8% |
| 7D | -7.0% | -6.4% | -0.6% | -5.6% |
| 30D | -4.8% | +5.9% | -10.7% | -6.1% |
| 3M | +3.8% | -8.9% | +12.7% | +4.9% |
| 6M | +50.0% | +10.7% | +39.4% | +43.0% |
| YTD | +41.5% | +38.3% | +3.2% | +26.4% |
| 1Y | +32.8% | +121.3% | -88.5% | +5.4% |
| 3Y | +335.9% | +450.6% | -114.7% | +170.7% |
| 5Y | +113.8% | +338.0% | -224.2% | +35.7% |
| All | +1,449.6% | +595.3% | +854.2% | +841.1% |
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