+1,646.9%
MAS vs HBM
+613.3%
+1,033.5%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.0% |
| 7D | -0.8% | -6.4% | +5.6% | +0.5% |
| 30D | -5.6% | +5.9% | -11.5% | -6.8% |
| 3M | +4.4% | -8.9% | +13.4% | +5.0% |
| 6M | +7.2% | +10.7% | -3.5% | +3.2% |
| YTD | +16.1% | +38.3% | -22.2% | +6.0% |
| 1Y | +0.1% | +121.3% | -121.2% | -17.2% |
| 3Y | +28.3% | +450.6% | -422.3% | -14.5% |
| 5Y | +30.5% | +338.0% | -307.5% | -14.1% |
| 10Y | +139.1% | +578.6% | -439.5% | +16.1% |
| All | +1,646.9% | +613.3% | +1,033.5% | +410.4% |
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