+319.5%
SN vs HBM
+371.2%
-51.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -9.3% | -6.4% | -3.0% | -7.6% |
| 30D | -4.8% | +5.9% | -10.7% | -6.5% |
| 3M | +40.4% | -8.9% | +49.3% | +42.3% |
| 6M | +50.9% | +10.7% | +40.3% | +42.2% |
| YTD | +54.9% | +38.3% | +16.7% | +34.6% |
| 1Y | +43.0% | +121.3% | -78.3% | +5.7% |
| 3Y | +391.8% | +450.6% | -58.8% | +147.1% |
| All | +319.5% | +371.2% | -51.7% | +111.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling