+67.6%
AA vs HAS
+214.3%
-146.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.7% | -5.1% | -4.8% |
| 7D | +1.2% | +3.3% | -2.0% | -0.2% |
| 30D | -5.0% | +30.5% | -35.6% | -17.0% |
| 3M | -22.2% | +29.9% | -52.1% | -32.0% |
| 6M | -36.3% | +26.5% | -62.9% | -44.0% |
| YTD | -24.2% | +51.9% | -76.1% | -42.0% |
| 1Y | +3.9% | +60.9% | -57.0% | -23.4% |
| 3Y | +67.6% | +215.0% | -147.4% | -28.4% |
| All | +67.6% | +214.3% | -146.7% | -28.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling