-51.8%
ACHR vs HAS
+61.1%
-112.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.7% | +6.6% | +7.4% |
| 7D | +15.3% | +2.2% | +13.2% | +14.0% |
| 30D | -3.0% | +29.6% | -32.6% | -16.6% |
| 3M | -14.0% | +30.3% | -44.2% | -26.1% |
| 6M | -25.8% | +25.6% | -51.4% | -35.7% |
| YTD | -36.0% | +50.8% | -86.9% | -50.9% |
| 1Y | -41.2% | +63.0% | -104.2% | -57.1% |
| 3Y | -8.6% | +211.6% | -220.1% | -55.6% |
| 5Y | -20.6% | +50.4% | -71.0% | -43.9% |
| All | -51.8% | +61.1% | -112.8% | -67.0% |
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