+95.8%
AGG vs HAS
+1,185.6%
-1,089.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | -0.1% |
| 7D | -1.5% | +1.4% | -2.9% | -1.5% |
| 30D | +0.6% | +26.3% | -25.6% | +0.8% |
| 3M | -1.6% | +25.6% | -27.2% | -1.5% |
| 6M | -1.6% | +30.3% | -31.9% | -1.5% |
| YTD | -1.5% | +50.4% | -51.9% | -1.3% |
| 1Y | -1.1% | +57.7% | -58.8% | -0.9% |
| 3Y | +13.6% | +213.4% | -199.7% | +14.6% |
| 5Y | -1.7% | +49.1% | -50.8% | -1.6% |
| 10Y | +16.1% | +98.5% | -82.4% | +17.2% |
| All | +95.8% | +1,185.6% | -1,089.8% | +108.2% |
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