+234.5%
ALNY vs HAS
+59.3%
+175.2%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.3% | -5.4% | -4.4% |
| 7D | -6.4% | -3.1% | -3.4% | -5.7% |
| 30D | +11.9% | -6.4% | +18.3% | +13.6% |
| 3M | -15.0% | +10.4% | -25.4% | -17.2% |
| 6M | -23.2% | -3.7% | -19.6% | -23.0% |
| YTD | -37.8% | +12.5% | -50.2% | -39.9% |
| 1Y | -47.3% | +19.8% | -67.1% | -49.9% |
| 3Y | +22.9% | +46.0% | -23.1% | +8.6% |
| 5Y | +30.6% | +12.5% | +18.1% | +20.3% |
| All | +234.5% | +59.3% | +175.2% | +151.9% |
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