-25.1%
NOW vs HBM
+194.0%
-219.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.7% |
| 7D | +0.3% | +2.2% | -2.0% | -0.1% |
| 30D | -27.0% | -11.8% | -15.2% | -25.7% |
| 3M | -19.6% | -19.2% | -0.4% | -17.6% |
| 6M | +17.5% | -22.9% | +40.3% | +20.4% |
| YTD | -33.3% | +7.8% | -41.1% | -37.1% |
| 1Y | -39.8% | +34.9% | -74.7% | -46.1% |
| 3Y | -19.9% | +422.2% | -442.1% | -49.2% |
| All | -25.1% | +194.0% | -219.1% | -44.4% |
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