+17.7%
NXPI vs HBM
+369.9%
-352.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.8% | -7.5% | -3.4% |
| 7D | +0.7% | +7.4% | -6.7% | -1.4% |
| 30D | -6.6% | +5.1% | -11.7% | -8.2% |
| 3M | -25.4% | +11.1% | -36.5% | -28.3% |
| 6M | +11.9% | +30.2% | -18.3% | +1.5% |
| YTD | +4.0% | +46.2% | -42.2% | -9.9% |
| 1Y | +1.0% | +120.0% | -119.0% | -23.1% |
| 3Y | +16.3% | +527.4% | -511.1% | -37.5% |
| 5Y | +17.7% | +400.4% | -382.7% | -35.3% |
| All | +17.7% | +369.9% | -352.2% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling