+309.7%
SN vs HBM
+395.3%
-85.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.2% |
| 7D | -3.4% | +5.5% | -8.9% | -4.8% |
| 30D | -9.1% | +3.3% | -12.3% | -10.1% |
| 3M | +31.8% | +12.7% | +19.1% | +25.9% |
| 6M | +52.0% | +28.2% | +23.8% | +37.4% |
| YTD | +51.3% | +45.3% | +6.0% | +29.6% |
| 1Y | +46.9% | +121.7% | -74.8% | +8.9% |
| 3Y | +394.9% | +523.5% | -128.6% | +143.3% |
| All | +309.7% | +395.3% | -85.6% | +103.3% |
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 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