+506.3%
NOW vs HBM
+301.8%
+204.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.7% | +0.6% | -2.5% |
| 7D | -8.7% | +2.4% | -11.1% | -9.1% |
| 30D | -29.3% | -16.0% | -13.3% | -27.5% |
| 3M | -21.8% | -21.3% | -0.5% | -19.4% |
| 6M | +9.2% | -12.2% | +21.5% | +9.4% |
| YTD | -35.0% | +10.7% | -45.6% | -38.6% |
| 1Y | -42.5% | +30.3% | -72.8% | -47.4% |
| 3Y | -21.5% | +432.2% | -453.8% | -46.4% |
| 5Y | -25.8% | +218.8% | -244.6% | -46.7% |
| 10Y | +506.3% | +281.4% | +225.0% | +244.6% |
| All | +506.3% | +301.8% | +204.6% | +244.6% |
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 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