+299.5%
AFL vs HAS
+54.3%
+245.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.1% |
| 7D | -2.1% | -4.8% | +2.7% | -0.8% |
| 30D | -5.4% | -5.1% | -0.3% | -4.1% |
| 3M | -0.3% | +6.4% | -6.6% | -2.4% |
| 6M | +5.2% | -5.6% | +10.9% | +6.0% |
| YTD | +5.7% | +11.0% | -5.3% | +1.3% |
| 1Y | +10.2% | +16.8% | -6.6% | +3.7% |
| 3Y | +63.4% | +44.0% | +19.4% | +40.0% |
| 5Y | +133.0% | +11.0% | +122.0% | +113.6% |
| 10Y | +299.5% | +56.0% | +243.5% | +211.9% |
| All | +299.5% | +54.3% | +245.3% | +211.9% |
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