+0.3%
APA vs HAS
+101.4%
-101.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.2% | +2.9% |
| 7D | -15.5% | -0.2% | -15.4% | -15.5% |
| 30D | +2.4% | +31.0% | -28.6% | -9.9% |
| 3M | +22.8% | +30.7% | -7.9% | +7.9% |
| 6M | +17.9% | +23.9% | -6.0% | +5.2% |
| YTD | +87.7% | +48.3% | +39.4% | +50.2% |
| 1Y | +94.2% | +60.2% | +34.0% | +49.2% |
| 3Y | +27.2% | +189.2% | -162.0% | -29.5% |
| 5Y | +74.1% | +50.4% | +23.7% | +31.2% |
| All | +0.3% | +101.4% | -101.1% | -32.0% |
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