+2.1%
AS vs HBM
+47.3%
-45.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.6% | +1.5% | +4.5% |
| 7D | +13.8% | -5.8% | +19.6% | +14.8% |
| 30D | +16.7% | -18.5% | +35.2% | +20.4% |
| 3M | -11.5% | -10.3% | -1.2% | -10.5% |
| 6M | -5.5% | +2.1% | -7.6% | -9.1% |
| YTD | -14.2% | +12.0% | -26.2% | -19.5% |
| 1Y | +2.1% | +49.8% | -47.7% | -10.1% |
| All | +2.1% | +47.3% | -45.2% | -10.1% |
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 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