-44.8%
ACHR vs HAS
+18.5%
-63.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.5% | -4.2% | -4.8% |
| 7D | -2.7% | -4.8% | +2.2% | +0.1% |
| 30D | -12.1% | -5.1% | -7.0% | -9.3% |
| 3M | +3.4% | +6.4% | -3.0% | -0.8% |
| 6M | -15.6% | -5.6% | -10.0% | -13.9% |
| YTD | -26.9% | +11.0% | -37.8% | -32.9% |
| 1Y | -34.8% | +16.8% | -51.5% | -42.3% |
| 3Y | -19.2% | +44.0% | -63.3% | -39.5% |
| 5Y | -43.8% | +11.0% | -54.7% | -52.2% |
| All | -44.8% | +18.5% | -63.4% | -54.9% |
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