+97.2%
NI vs HBM
+327.6%
-230.5%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | 0.0% | -3.3% | +3.3% | +0.3% |
| 30D | -1.4% | -4.8% | +3.4% | -1.2% |
| 3M | -10.6% | -0.4% | -10.2% | -10.9% |
| 6M | -9.3% | +17.9% | -27.2% | -11.4% |
| YTD | +1.1% | +33.7% | -32.6% | -2.6% |
| 1Y | +3.4% | +95.6% | -92.2% | -4.0% |
| 3Y | +67.9% | +458.1% | -390.2% | +37.1% |
| All | +97.2% | +327.6% | -230.5% | +62.9% |
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