+12,054.6%
ADP vs HAS
+4,678.1%
+7,376.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.6% |
| 7D | +7.4% | 0.0% | +7.4% | +7.4% |
| 30D | +17.1% | +31.3% | -14.3% | +9.8% |
| 3M | +14.4% | +32.1% | -17.7% | +7.2% |
| 6M | +47.9% | +28.1% | +19.7% | +38.7% |
| YTD | +22.1% | +49.1% | -27.0% | +10.0% |
| 1Y | +21.8% | +60.5% | -38.8% | +7.7% |
| 3Y | +50.5% | +183.9% | -133.4% | +13.4% |
| 5Y | +49.6% | +51.2% | -1.7% | +29.0% |
| 10Y | +329.3% | +105.3% | +224.0% | +231.1% |
| All | +12,054.6% | +4,678.1% | +7,376.5% | +4,444.8% |
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