-21.9%
AS vs HBM
+123.0%
-144.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.5% | +3.7% |
| 7D | -4.9% | -6.4% | +1.5% | -3.9% |
| 30D | -19.6% | +5.9% | -25.5% | -20.5% |
| 3M | -14.4% | -8.9% | -5.5% | -13.1% |
| 6M | -20.1% | +10.7% | -30.8% | -24.6% |
| YTD | -20.9% | +38.3% | -59.2% | -27.2% |
| 1Y | -21.9% | +121.3% | -143.2% | -30.7% |
| All | -21.9% | +123.0% | -144.8% | -30.7% |
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