+123.4%
AS vs HBM
+283.9%
-160.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.5% |
| 7D | -4.9% | +2.2% | -7.1% | -5.5% |
| 30D | +3.9% | -11.8% | +15.7% | +7.0% |
| 3M | -9.6% | -19.2% | +9.6% | -5.3% |
| 6M | -8.7% | -22.9% | +14.2% | -4.8% |
| YTD | -19.8% | +7.8% | -27.6% | -27.2% |
| 1Y | -1.5% | +34.9% | -36.5% | -17.5% |
| All | +123.4% | +283.9% | -160.5% | +20.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling