+35.3%
MAS vs HBM
+349.4%
-314.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +1.9% |
| 7D | -0.8% | -6.4% | +5.6% | +0.3% |
| 30D | -5.6% | +5.9% | -11.5% | -6.6% |
| 3M | +4.4% | -8.9% | +13.4% | +5.0% |
| 6M | +7.2% | +10.7% | -3.5% | +3.7% |
| YTD | +16.1% | +38.3% | -22.2% | +7.4% |
| 1Y | +0.1% | +121.3% | -121.2% | -15.1% |
| 3Y | +28.3% | +450.6% | -422.3% | -10.1% |
| All | +35.3% | +349.4% | -314.1% | -6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling