+140.2%
NI vs HBM
+619.2%
-479.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | 0.0% | -3.3% | +3.3% | +0.2% |
| 30D | -1.4% | -4.8% | +3.4% | -1.2% |
| 3M | -10.6% | -0.4% | -10.2% | -10.8% |
| 6M | -9.3% | +17.9% | -27.2% | -10.9% |
| YTD | +1.1% | +33.7% | -32.6% | -1.7% |
| 1Y | +3.4% | +95.6% | -92.2% | -2.1% |
| 3Y | +67.9% | +458.1% | -390.2% | +46.5% |
| 5Y | +98.0% | +329.0% | -231.0% | +72.5% |
| All | +140.2% | +619.2% | -479.0% | +75.1% |
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