-59.6%
ACHR vs HAS
+60.6%
-120.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.8% | -6.2% | -6.5% |
| 7D | -9.2% | +1.4% | -10.6% | -9.7% |
| 30D | -1.0% | +26.3% | -27.3% | -13.4% |
| 3M | -42.2% | +25.6% | -67.8% | -49.4% |
| 6M | -38.2% | +30.3% | -68.4% | -47.5% |
| YTD | -46.4% | +50.4% | -96.8% | -58.8% |
| 1Y | -49.4% | +57.7% | -107.1% | -62.3% |
| 3Y | -22.5% | +213.4% | -235.9% | -62.4% |
| 5Y | -29.8% | +49.1% | -78.9% | -50.2% |
| All | -59.6% | +60.6% | -120.2% | -72.3% |
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