+1,065.2%
NRG vs HBM
+619.2%
+446.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | -4.7% | -3.3% | -1.4% | -4.1% |
| 30D | -6.0% | -4.8% | -1.1% | -5.3% |
| 3M | -8.0% | -0.4% | -7.5% | -8.7% |
| 6M | -23.2% | +17.9% | -41.0% | -26.8% |
| YTD | -28.1% | +33.7% | -61.8% | -33.4% |
| 1Y | -27.3% | +95.6% | -122.9% | -37.3% |
| 3Y | +208.7% | +458.1% | -249.5% | +119.0% |
| 5Y | +197.7% | +329.0% | -131.3% | +110.4% |
| All | +1,065.2% | +619.2% | +446.0% | +433.0% |
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