+6.1%
AS vs HBM
+32.9%
-26.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.2% |
| 7D | +6.9% | -3.6% | +10.6% | +7.6% |
| 30D | +16.0% | -19.2% | +35.2% | +19.9% |
| 3M | -12.8% | -20.5% | +7.7% | -10.0% |
| 6M | -15.4% | -12.8% | -2.6% | -15.7% |
| YTD | -15.7% | +5.4% | -21.2% | -20.5% |
| 1Y | +6.1% | +33.0% | -26.9% | -5.8% |
| All | +6.1% | +32.9% | -26.8% | -5.8% |
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