+229.4%
AG vs HAS
+181.4%
+48.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.0% |
| 7D | +6.3% | -0.2% | +6.5% | +6.4% |
| 30D | -8.9% | +31.0% | -40.0% | -17.2% |
| 3M | -12.2% | +30.7% | -42.9% | -20.3% |
| 6M | -28.3% | +23.9% | -52.2% | -34.3% |
| YTD | -8.8% | +48.3% | -57.1% | -22.0% |
| 1Y | +39.4% | +60.2% | -20.9% | +16.0% |
| 3Y | +229.4% | +189.2% | +40.2% | +88.7% |
| All | +229.4% | +181.4% | +48.0% | +88.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling