+1,986.1%
MAS vs HBM
+478.0%
+1,508.1%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.6% | +2.0% | +5.0% |
| 7D | +14.2% | -5.8% | +20.0% | +15.4% |
| 30D | +26.8% | -18.5% | +45.3% | +31.3% |
| 3M | +13.1% | -10.3% | +23.4% | +14.6% |
| 6M | +27.9% | +2.1% | +25.8% | +24.7% |
| YTD | +38.7% | +12.0% | +26.6% | +31.1% |
| 1Y | +40.4% | +49.8% | -9.4% | +25.1% |
| 3Y | +66.1% | +377.6% | -311.5% | +13.2% |
| 5Y | +47.4% | +231.8% | -184.4% | +2.3% |
| 10Y | +238.3% | +417.6% | -179.3% | +73.3% |
| All | +1,986.1% | +478.0% | +1,508.1% | +530.9% |
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