+1,856.4%
NI vs HBM
+654.4%
+1,202.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.8% | -4.5% | +0.8% |
| 7D | +2.3% | +7.4% | -5.1% | +1.7% |
| 30D | -1.7% | +5.1% | -6.7% | -2.1% |
| 3M | -8.0% | +11.1% | -19.1% | -9.1% |
| 6M | -8.6% | +30.2% | -38.9% | -11.3% |
| YTD | +2.3% | +46.2% | -43.9% | -1.9% |
| 1Y | +6.9% | +120.0% | -113.1% | -1.0% |
| 3Y | +70.6% | +527.4% | -456.9% | +42.5% |
| 5Y | +96.4% | +400.4% | -304.0% | +63.2% |
| 10Y | +136.1% | +621.5% | -485.4% | +71.6% |
| All | +1,856.4% | +654.4% | +1,202.0% | +1,090.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling