+215.0%
NXPI vs HBM
+285.4%
-70.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | -0.4% |
| 7D | +9.4% | +5.1% | +4.3% | +7.8% |
| 30D | +18.1% | -15.8% | +33.9% | +23.4% |
| 3M | +15.0% | -22.4% | +37.4% | +22.2% |
| 6M | -8.4% | -20.2% | +11.8% | -4.3% |
| YTD | +24.8% | +9.0% | +15.8% | +17.4% |
| 1Y | +33.3% | +27.4% | +5.9% | +19.9% |
| 3Y | +51.0% | +424.2% | -373.2% | -11.2% |
| 5Y | +34.5% | +196.1% | -161.6% | -13.4% |
| All | +215.0% | +285.4% | -70.4% | +51.8% |
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 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