+146.2%
SN vs HBM
+31.3%
+114.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +3.5% | -1.3% | +4.8% | +3.7% |
| 30D | +19.4% | -14.8% | +34.3% | +23.0% |
| 3M | +20.9% | -20.7% | +41.6% | +26.0% |
| 6M | +111.1% | -13.9% | +125.0% | +112.7% |
| YTD | +102.8% | +10.6% | +92.2% | +83.6% |
| 1Y | +146.2% | +32.4% | +113.8% | +101.0% |
| All | +146.2% | +31.3% | +114.9% | +101.0% |
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