+580.7%
HAS vs HBM
+613.3%
-32.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | -1.8% | -6.4% | +4.5% | -0.9% |
| 30D | +2.3% | +5.9% | -3.6% | +1.2% |
| 3M | +10.4% | -8.9% | +19.3% | +10.9% |
| 6M | -3.2% | +10.7% | -13.9% | -6.3% |
| YTD | +15.4% | +38.3% | -22.9% | +7.4% |
| 1Y | +18.8% | +121.3% | -102.5% | +2.5% |
| 3Y | +43.9% | +450.6% | -406.6% | +5.5% |
| 5Y | +13.9% | +338.0% | -324.1% | -17.3% |
| 10Y | +56.4% | +578.6% | -522.2% | -6.5% |
| All | +580.7% | +613.3% | -32.6% | +258.4% |
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 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