+66.3%
AA vs HAS
+101.4%
-35.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.2% |
| 7D | +0.9% | -0.2% | +1.0% | +1.0% |
| 30D | -6.7% | +31.0% | -37.7% | -19.6% |
| 3M | -16.3% | +30.7% | -47.0% | -27.9% |
| 6M | -37.1% | +23.9% | -61.0% | -44.9% |
| YTD | -25.0% | +48.3% | -73.3% | -41.6% |
| 1Y | +8.6% | +60.2% | -51.6% | -18.9% |
| 3Y | +57.2% | +189.2% | -132.0% | -16.0% |
| 5Y | -13.0% | +50.4% | -63.4% | -36.0% |
| All | +66.3% | +101.4% | -35.0% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling