+85.4%
APA vs HAS
+54.3%
+31.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.8% | +1.8% | +3.0% |
| 7D | +5.1% | +2.0% | +3.1% | +4.4% |
| 30D | +0.3% | +30.9% | -30.6% | -8.7% |
| 3M | +15.6% | +28.8% | -13.1% | +5.7% |
| 6M | +28.9% | +32.3% | -3.4% | +16.1% |
| YTD | +96.6% | +54.7% | +41.9% | +63.2% |
| 1Y | +95.5% | +63.2% | +32.3% | +58.4% |
| 3Y | +41.8% | +220.7% | -178.9% | -14.9% |
| 5Y | +85.4% | +53.3% | +32.1% | +57.0% |
| All | +85.4% | +54.3% | +31.1% | +57.0% |
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 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