+102.8%
NOK vs HBM
+336.0%
-233.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.5% | +6.2% | +0.4% |
| 7D | +8.7% | -3.7% | +12.4% | +9.6% |
| 30D | +12.5% | -3.7% | +16.2% | +13.3% |
| 3M | -20.7% | +8.0% | -28.8% | -22.5% |
| 6M | +36.2% | +15.8% | +20.4% | +30.9% |
| YTD | +64.1% | +34.4% | +29.8% | +51.2% |
| 1Y | +132.4% | +98.2% | +34.2% | +96.2% |
| 3Y | +182.9% | +476.6% | -293.7% | +81.9% |
| 5Y | +102.8% | +331.1% | -228.3% | +29.2% |
| All | +102.8% | +336.0% | -233.2% | +29.2% |
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 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