+41.6%
AA vs HAS
+97.5%
-56.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.4% |
| 7D | +0.5% | +1.4% | -0.9% | -0.2% |
| 30D | -0.6% | +26.3% | -26.9% | -12.6% |
| 3M | -19.7% | +25.6% | -45.3% | -29.3% |
| 6M | -41.6% | +30.3% | -71.8% | -50.1% |
| YTD | -24.6% | +50.4% | -75.0% | -41.7% |
| 1Y | +4.9% | +57.7% | -52.8% | -20.9% |
| 3Y | +66.8% | +213.4% | -146.5% | -14.5% |
| 5Y | -19.4% | +49.1% | -68.5% | -40.3% |
| All | +41.6% | +97.5% | -56.0% | -19.0% |
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