+111.7%
NI vs HBM
+194.0%
-82.4%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | +4.3% | +2.2% | +2.1% | +4.1% |
| 30D | +12.4% | -11.8% | +24.2% | +13.2% |
| 3M | +10.2% | -19.2% | +29.4% | +11.5% |
| 6M | -0.8% | -22.9% | +22.1% | +0.2% |
| YTD | +13.2% | +7.8% | +5.4% | +10.3% |
| 1Y | +10.1% | +34.9% | -24.8% | +5.0% |
| 3Y | +103.1% | +422.2% | -319.1% | +63.7% |
| All | +111.7% | +194.0% | -82.4% | +79.4% |
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