+257.6%
ALAB vs HAS
+144.4%
+113.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.9% | -2.4% |
| 7D | +16.3% | +1.4% | +14.9% | +16.0% |
| 30D | -26.1% | +26.3% | -52.4% | -30.3% |
| 3M | -31.3% | +25.6% | -56.9% | -35.1% |
| 6M | -1.0% | +30.3% | -31.3% | -8.6% |
| YTD | +33.3% | +50.4% | -17.0% | +13.4% |
| 1Y | +53.5% | +57.7% | -4.2% | +28.1% |
| All | +257.6% | +144.4% | +113.2% | +142.9% |
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