-0.9%
APA vs HAS
+106.1%
-106.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.9% |
| 7D | -8.7% | +2.2% | -10.9% | -9.7% |
| 30D | -2.4% | +29.6% | -32.0% | -13.7% |
| 3M | +19.0% | +30.3% | -11.3% | +4.7% |
| 6M | +26.8% | +25.6% | +1.2% | +12.4% |
| YTD | +87.3% | +50.8% | +36.5% | +48.8% |
| 1Y | +92.3% | +63.0% | +29.3% | +46.5% |
| 3Y | +37.3% | +211.6% | -174.3% | -26.8% |
| 5Y | +73.2% | +50.4% | +22.8% | +30.7% |
| 10Y | -0.9% | +101.9% | -102.7% | -33.7% |
| All | -0.9% | +106.1% | -106.9% | -33.7% |
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