+213.4%
HAS vs HBM
+424.8%
-211.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.6% |
| 7D | +1.4% | +2.2% | -0.9% | +1.0% |
| 30D | +26.3% | -11.8% | +38.1% | +28.3% |
| 3M | +25.6% | -19.2% | +44.8% | +28.7% |
| 6M | +30.3% | -22.9% | +53.1% | +32.9% |
| YTD | +50.4% | +7.8% | +42.6% | +41.7% |
| 1Y | +57.7% | +34.9% | +22.8% | +41.8% |
| 3Y | +213.4% | +422.2% | -208.8% | +91.4% |
| All | +213.4% | +424.8% | -211.4% | +91.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling