+5.7%
AS vs HBM
+31.9%
-26.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.7% | +1.8% | -1.2% |
| 7D | +4.5% | +2.4% | +2.1% | +4.0% |
| 30D | +13.2% | -16.0% | +29.2% | +16.2% |
| 3M | -11.9% | -21.3% | +9.4% | -8.8% |
| 6M | -11.6% | -12.2% | +0.7% | -11.6% |
| YTD | -14.7% | +10.7% | -25.4% | -20.1% |
| 1Y | +5.7% | +30.3% | -24.6% | -5.4% |
| All | +5.7% | +31.9% | -26.2% | -5.4% |
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 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