-0.1%
APA vs HAS
+102.6%
-102.7%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.5% | +0.9% |
| 7D | -5.5% | +3.3% | -8.8% | -7.0% |
| 30D | -1.2% | +30.5% | -31.7% | -12.8% |
| 3M | +10.6% | +29.9% | -19.3% | -2.6% |
| 6M | +28.4% | +26.5% | +1.9% | +13.4% |
| YTD | +89.7% | +51.9% | +37.8% | +50.2% |
| 1Y | +90.6% | +60.9% | +29.7% | +46.3% |
| 3Y | +36.9% | +215.0% | -178.1% | -27.3% |
| 5Y | +83.2% | +51.5% | +31.7% | +37.9% |
| 10Y | -0.1% | +102.2% | -102.4% | -33.6% |
| All | -0.1% | +102.6% | -102.7% | -33.6% |
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