+585.4%
NRG vs HBM
+589.9%
-4.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -27.0% |
| YTD | -28.1% | +33.7% | -61.8% | -33.6% |
| 1Y | -27.3% | +95.6% | -122.9% | -37.8% |
| 3Y | +208.7% | +458.1% | -249.5% | +112.8% |
| 5Y | +197.7% | +329.0% | -131.3% | +104.0% |
| 10Y | +1,103.3% | +588.2% | +515.1% | +519.8% |
| All | +585.4% | +589.9% | -4.5% | +211.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling