-18.6%
NRG vs HBM
+123.0%
-141.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.9% | +7.4% | +6.6% |
| 7D | +7.1% | -6.4% | +13.5% | +8.7% |
| 30D | -1.4% | +5.9% | -7.3% | -3.1% |
| 3M | -10.5% | -8.9% | -1.5% | -9.4% |
| 6M | -26.7% | +10.7% | -37.4% | -30.8% |
| YTD | -24.5% | +38.3% | -62.8% | -34.0% |
| 1Y | -18.6% | +121.3% | -139.9% | -35.8% |
| All | -18.6% | +123.0% | -141.5% | -35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling