+339.7%
AFL vs HAS
+102.4%
+237.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | +2.1% | +3.3% | -1.2% | +1.2% |
| 30D | +10.6% | +30.5% | -20.0% | +2.4% |
| 3M | +4.4% | +29.9% | -25.5% | -3.3% |
| 6M | +13.1% | +26.5% | -13.4% | +5.0% |
| YTD | +16.6% | +51.9% | -35.3% | +2.0% |
| 1Y | +13.8% | +60.9% | -47.1% | -2.2% |
| 3Y | +65.7% | +215.0% | -149.3% | +10.7% |
| 5Y | +153.1% | +51.5% | +101.6% | +112.5% |
| All | +339.7% | +102.4% | +237.3% | +209.2% |
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