+790.9%
NOW vs HBM
+625.8%
+165.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.2% |
| 7D | -4.1% | +5.5% | -9.6% | -5.0% |
| 30D | +2.9% | +3.3% | -0.4% | +2.1% |
| 3M | +22.6% | +12.7% | +9.9% | +19.0% |
| 6M | +7.5% | +28.2% | -20.7% | +1.1% |
| YTD | -14.4% | +45.3% | -59.7% | -22.2% |
| 1Y | -29.8% | +121.7% | -151.5% | -41.3% |
| 3Y | +9.2% | +523.5% | -514.3% | -26.9% |
| 5Y | +0.8% | +393.9% | -393.1% | -32.2% |
| 10Y | +790.9% | +647.9% | +143.0% | +351.9% |
| All | +790.9% | +625.8% | +165.1% | +351.9% |
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