-44.6%
PNR vs HBM
+123.0%
-167.6%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.4% |
| 7D | -2.4% | -6.4% | +4.0% | -1.9% |
| 30D | -12.8% | +5.9% | -18.7% | -13.3% |
| 3M | -17.0% | -8.9% | -8.1% | -16.8% |
| 6M | -37.4% | +10.7% | -48.1% | -39.3% |
| YTD | -41.6% | +38.3% | -79.9% | -44.2% |
| 1Y | -44.6% | +121.3% | -166.0% | -47.9% |
| All | -44.6% | +123.0% | -167.6% | -47.9% |
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 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