+101.9%
HAS vs HBM
+328.6%
-226.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.0% | -7.3% | +0.2% |
| 7D | +2.2% | +5.0% | -2.9% | +1.3% |
| 30D | +29.6% | -12.7% | +42.3% | +32.1% |
| 3M | +30.3% | -17.4% | +47.7% | +33.4% |
| 6M | +25.6% | -8.9% | +34.5% | +24.9% |
| YTD | +50.8% | +14.9% | +35.9% | +42.2% |
| 1Y | +63.0% | +41.4% | +21.6% | +47.8% |
| 3Y | +211.6% | +462.1% | -250.5% | +114.2% |
| 5Y | +50.4% | +224.0% | -173.6% | +8.3% |
| 10Y | +101.9% | +320.9% | -219.0% | +8.0% |
| All | +101.9% | +328.6% | -226.8% | +8.0% |
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