-12.9%
ALB vs HAS
+181.4%
-194.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | +9.1% | -0.2% | +9.2% | +9.1% |
| 30D | -3.4% | +31.0% | -34.4% | -14.6% |
| 3M | -20.6% | +30.7% | -51.3% | -30.0% |
| 6M | -48.2% | +23.9% | -72.1% | -53.5% |
| YTD | -29.2% | +48.3% | -77.6% | -43.6% |
| 1Y | +10.0% | +60.2% | -50.2% | -16.3% |
| 3Y | -12.9% | +189.2% | -202.1% | -59.6% |
| All | -12.9% | +181.4% | -194.3% | -59.6% |
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