+291.9%
AA vs HAS
+3,598.5%
-3,306.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.9% |
| 7D | -0.7% | -1.8% | +1.1% | 0.0% |
| 30D | +5.0% | +2.3% | +2.7% | +4.1% |
| 3M | -35.8% | +10.4% | -46.2% | -38.4% |
| 6M | -18.4% | -3.2% | -15.2% | -18.7% |
| YTD | -5.5% | +15.4% | -20.9% | -12.2% |
| 1Y | +61.0% | +18.8% | +42.2% | +48.2% |
| 3Y | +66.2% | +43.9% | +22.3% | +40.9% |
| 5Y | +11.4% | +13.9% | -2.5% | +1.1% |
| 10Y | +116.9% | +56.4% | +60.5% | +70.3% |
| All | +291.9% | +3,598.5% | -3,306.6% | +31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling