+774.8%
HAS vs HBM
+443.9%
+330.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.8% |
| 7D | -0.2% | -3.6% | +3.5% | +0.4% |
| 30D | +31.0% | -19.2% | +50.2% | +34.8% |
| 3M | +30.7% | -20.5% | +51.2% | +34.2% |
| 6M | +23.9% | -12.8% | +36.7% | +24.2% |
| YTD | +48.3% | +5.4% | +42.9% | +43.0% |
| 1Y | +60.2% | +33.0% | +27.3% | +48.9% |
| 3Y | +189.2% | +357.3% | -168.1% | +117.3% |
| 5Y | +50.4% | +210.4% | -160.0% | +14.7% |
| 10Y | +104.2% | +387.1% | -282.9% | +27.6% |
| All | +774.8% | +443.9% | +330.8% | +377.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling