+57.5%
AG vs HAS
+53.3%
+4.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.5% |
| 7D | +4.5% | -3.1% | +7.6% | +5.2% |
| 30D | +12.9% | -2.7% | +15.6% | +13.5% |
| 3M | +20.9% | +8.9% | +12.0% | +18.4% |
| 6M | -19.5% | -2.9% | -16.6% | -19.5% |
| YTD | +24.8% | +12.6% | +12.2% | +20.8% |
| 1Y | +120.2% | +17.5% | +102.8% | +111.2% |
| 3Y | +279.0% | +46.2% | +232.8% | +238.6% |
| 5Y | +67.9% | +12.6% | +55.3% | +56.1% |
| 10Y | +57.5% | +55.7% | +1.8% | +19.1% |
| All | +57.5% | +53.3% | +4.2% | +19.1% |
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