+514.0%
NOW vs HBM
+281.1%
+232.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.8% |
| 7D | +0.3% | +2.2% | -2.0% | -0.1% |
| 30D | -27.0% | -11.8% | -15.2% | -25.6% |
| 3M | -19.6% | -19.2% | -0.4% | -17.5% |
| 6M | +17.5% | -22.9% | +40.3% | +20.3% |
| YTD | -33.3% | +7.8% | -41.1% | -36.7% |
| 1Y | -39.8% | +34.9% | -74.7% | -45.4% |
| 3Y | -19.9% | +422.2% | -442.1% | -45.2% |
| 5Y | -26.1% | +192.8% | -218.9% | -46.1% |
| All | +514.0% | +281.1% | +232.8% | +250.3% |
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