-3.8%
AS vs HBM
+31.2%
-35.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.6% |
| 7D | -3.6% | +5.1% | -8.7% | -4.4% |
| 30D | +3.4% | -15.8% | +19.2% | +6.1% |
| 3M | -8.6% | -22.4% | +13.8% | -5.2% |
| 6M | -10.0% | -20.2% | +10.2% | -7.8% |
| YTD | -19.2% | +9.0% | -28.2% | -23.8% |
| 1Y | -3.8% | +27.4% | -31.1% | -12.7% |
| All | -3.8% | +31.2% | -35.0% | -12.7% |
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