+229.8%
ALNY vs HAS
+97.5%
+132.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.8% | +6.1% | +5.5% |
| 7D | +5.8% | +1.4% | +4.5% | +5.5% |
| 30D | -26.5% | +26.3% | -52.8% | -30.4% |
| 3M | -27.3% | +25.6% | -52.9% | -31.2% |
| 6M | -43.4% | +30.3% | -73.6% | -47.1% |
| YTD | -58.5% | +50.4% | -108.9% | -62.6% |
| 1Y | -63.6% | +57.7% | -121.4% | -67.6% |
| 3Y | 0.0% | +213.4% | -213.4% | -25.6% |
| 5Y | -3.4% | +49.1% | -52.5% | -16.6% |
| All | +229.8% | +97.5% | +132.3% | +159.6% |
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 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