+455.3%
SN vs HBM
+291.6%
+163.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.0% | -6.0% | +0.6% |
| 7D | +7.6% | +5.0% | +2.6% | +6.1% |
| 30D | +24.1% | -12.7% | +36.8% | +28.1% |
| 3M | +23.7% | -17.4% | +41.1% | +29.0% |
| 6M | +105.5% | -8.9% | +114.4% | +104.2% |
| YTD | +105.1% | +14.9% | +90.2% | +85.7% |
| 1Y | +148.3% | +41.4% | +106.9% | +110.3% |
| 3Y | +438.7% | +462.1% | -23.5% | +172.5% |
| All | +455.3% | +291.6% | +163.7% | +191.4% |
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