+32.6%
NET vs HBM
+220.4%
-187.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.6% | -6.2% | -3.7% |
| 7D | -16.4% | -5.8% | -10.5% | -14.8% |
| 30D | -25.8% | -18.5% | -7.4% | -21.2% |
| 3M | -11.5% | -10.3% | -1.3% | -9.3% |
| 6M | +18.9% | +2.1% | +16.8% | +14.8% |
| YTD | +35.2% | +12.0% | +23.2% | +21.5% |
| 1Y | +14.5% | +49.8% | -35.3% | -7.7% |
| 3Y | +313.8% | +377.6% | -63.8% | +100.5% |
| 5Y | +32.6% | +231.8% | -199.2% | -23.6% |
| All | +32.6% | +220.4% | -187.8% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling