+445.6%
AG vs HAS
+536.7%
-91.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | +1.0% | -1.8% | +2.8% | +1.6% |
| 30D | +19.2% | +2.3% | +16.9% | +18.4% |
| 3M | +6.2% | +10.4% | -4.2% | +3.0% |
| 6M | -26.7% | -3.2% | -23.4% | -26.5% |
| YTD | +26.1% | +15.4% | +10.7% | +20.2% |
| 1Y | +131.7% | +18.8% | +112.9% | +118.9% |
| 3Y | +255.3% | +43.9% | +211.4% | +210.2% |
| 5Y | +61.9% | +13.9% | +48.0% | +48.3% |
| 10Y | +72.0% | +56.4% | +15.6% | +26.6% |
| All | +445.6% | +536.7% | -91.0% | +80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling