+71.7%
AG vs HAS
+106.1%
-34.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +3.0% | +4.3% |
| 7D | +10.8% | +2.2% | +8.7% | +10.4% |
| 30D | -8.2% | +29.6% | -37.7% | -13.6% |
| 3M | -13.7% | +30.3% | -43.9% | -19.0% |
| 6M | -27.3% | +25.6% | -52.9% | -31.5% |
| YTD | -4.6% | +50.8% | -55.4% | -13.8% |
| 1Y | +39.4% | +63.0% | -23.7% | +23.7% |
| 3Y | +244.1% | +211.6% | +32.5% | +163.6% |
| 5Y | +16.8% | +50.4% | -33.6% | +1.4% |
| 10Y | +71.7% | +101.9% | -30.2% | +14.3% |
| All | +71.7% | +106.1% | -34.4% | +14.3% |
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