+53.6%
AA vs HAS
+106.1%
-52.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.7% | +4.1% | +4.9% |
| 7D | +4.8% | +2.2% | +2.6% | +3.7% |
| 30D | -0.6% | +29.6% | -30.2% | -13.8% |
| 3M | -16.3% | +30.3% | -46.5% | -27.7% |
| 6M | -33.4% | +25.6% | -59.0% | -42.0% |
| YTD | -20.7% | +50.8% | -71.5% | -38.7% |
| 1Y | +12.9% | +63.0% | -50.1% | -16.3% |
| 3Y | +75.7% | +211.6% | -135.9% | -9.7% |
| 5Y | -6.8% | +50.4% | -57.2% | -31.3% |
| 10Y | +53.6% | +101.9% | -48.3% | -14.0% |
| All | +53.6% | +106.1% | -52.4% | -14.0% |
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