+316.8%
ADP vs HAS
+101.4%
+215.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.1% |
| 7D | +3.2% | -0.2% | +3.4% | +3.3% |
| 30D | +14.9% | +31.0% | -16.1% | +6.6% |
| 3M | +11.6% | +30.7% | -19.0% | +3.6% |
| 6M | +48.5% | +23.9% | +24.6% | +39.0% |
| YTD | +20.6% | +48.3% | -27.7% | +6.4% |
| 1Y | +23.7% | +60.2% | -36.5% | +6.7% |
| 3Y | +47.8% | +189.2% | -141.4% | +2.4% |
| 5Y | +47.7% | +50.4% | -2.7% | +25.1% |
| All | +316.8% | +101.4% | +215.5% | +207.6% |
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