+67.9%
NI vs HBM
+460.9%
-392.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.5% | +6.9% | -0.2% |
| 7D | -0.6% | -3.7% | +3.2% | -0.4% |
| 30D | -1.4% | -3.7% | +2.3% | -1.3% |
| 3M | -10.6% | +8.0% | -18.6% | -11.2% |
| 6M | -9.9% | +15.8% | -25.7% | -11.6% |
| YTD | +1.2% | +34.4% | -33.2% | -2.2% |
| 1Y | +4.4% | +98.2% | -93.7% | -2.6% |
| All | +67.9% | +460.9% | -392.9% | +25.2% |
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