+154.8%
APA vs HAS
+13.4%
+141.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.0% |
| 7D | +0.5% | -1.8% | +2.3% | +1.2% |
| 30D | +23.4% | +2.3% | +21.1% | +22.3% |
| 3M | +12.7% | +10.4% | +2.3% | +8.1% |
| 6M | +39.4% | -3.2% | +42.7% | +38.8% |
| YTD | +79.0% | +15.4% | +63.5% | +64.7% |
| 1Y | +88.8% | +18.8% | +70.0% | +71.1% |
| 3Y | +6.4% | +43.9% | -37.6% | -13.1% |
| All | +154.8% | +13.4% | +141.4% | +165.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling