+94.2%
APA vs HAS
+59.5%
+34.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.2% | +2.6% |
| 7D | -15.5% | -0.2% | -15.4% | -15.5% |
| 30D | +2.4% | +31.0% | -28.6% | +6.0% |
| 3M | +22.8% | +30.7% | -7.9% | +27.0% |
| 6M | +17.9% | +23.9% | -6.0% | +21.4% |
| YTD | +87.7% | +48.3% | +39.4% | +98.0% |
| 1Y | +94.2% | +60.2% | +34.0% | +104.9% |
| All | +94.2% | +59.5% | +34.7% | +104.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling