+56.0%
NOK vs HBM
+649.7%
-593.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.7% | +1.2% |
| 7D | +9.3% | +5.5% | +3.8% | +8.3% |
| 30D | +17.9% | +3.3% | +14.6% | +17.0% |
| 3M | -22.3% | +12.7% | -35.0% | -24.2% |
| 6M | +36.4% | +28.2% | +8.2% | +29.2% |
| YTD | +66.3% | +45.3% | +21.0% | +52.6% |
| 1Y | +134.4% | +121.7% | +12.7% | +98.1% |
| 3Y | +186.6% | +523.5% | -336.9% | +93.7% |
| 5Y | +102.7% | +393.9% | -291.2% | +36.5% |
| 10Y | +129.8% | +647.9% | -518.1% | +20.1% |
| All | +56.0% | +649.7% | -593.7% | -35.6% |
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