+138.6%
NOK vs HBM
+619.2%
-480.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.5% | +5.3% | +4.9% |
| 7D | +11.0% | -3.3% | +14.3% | +11.6% |
| 30D | +7.8% | -4.8% | +12.7% | +8.7% |
| 3M | -21.0% | -0.4% | -20.6% | -21.2% |
| 6M | +40.9% | +17.9% | +23.0% | +36.0% |
| YTD | +72.0% | +33.7% | +38.3% | +61.1% |
| 1Y | +140.9% | +95.6% | +45.3% | +110.4% |
| 3Y | +194.3% | +458.1% | -263.9% | +108.8% |
| 5Y | +112.5% | +329.0% | -216.5% | +51.2% |
| All | +138.6% | +619.2% | -480.6% | +42.2% |
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 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