+322.4%
NET vs HBM
+376.6%
-54.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.6% | -6.2% | -3.4% |
| 7D | -16.4% | -5.8% | -10.5% | -15.2% |
| 30D | -25.8% | -18.5% | -7.4% | -22.4% |
| 3M | -11.5% | -10.3% | -1.3% | -9.8% |
| 6M | +18.9% | +2.1% | +16.8% | +16.5% |
| YTD | +35.2% | +12.0% | +23.2% | +24.4% |
| 1Y | +14.5% | +49.8% | -35.3% | -4.0% |
| All | +322.4% | +376.6% | -54.2% | +142.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling