-27.3%
NRG vs HBM
+97.2%
-124.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | -4.7% | -3.3% | -1.4% | -4.0% |
| 30D | -6.0% | -4.8% | -1.1% | -5.2% |
| 3M | -8.0% | -0.4% | -7.5% | -8.9% |
| 6M | -23.2% | +17.9% | -41.0% | -28.9% |
| YTD | -28.1% | +33.7% | -61.8% | -36.6% |
| 1Y | -27.3% | +95.6% | -122.9% | -42.4% |
| All | -27.3% | +97.2% | -124.5% | -42.4% |
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 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