+96.6%
AGG vs HAS
+1,222.6%
-1,126.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | 0.0% |
| 7D | -0.6% | +2.0% | -2.6% | -0.6% |
| 30D | +1.2% | +30.9% | -29.7% | +1.4% |
| 3M | -0.8% | +28.8% | -29.6% | -0.7% |
| 6M | -1.4% | +32.3% | -33.8% | -1.3% |
| YTD | -1.1% | +54.7% | -55.8% | -0.9% |
| 1Y | -1.0% | +63.2% | -64.2% | -0.8% |
| 3Y | +14.1% | +220.7% | -206.6% | +15.1% |
| 5Y | -1.3% | +53.3% | -54.6% | -1.2% |
| 10Y | +16.6% | +104.2% | -87.6% | +17.7% |
| All | +96.6% | +1,222.6% | -1,126.0% | +109.2% |
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 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