+848.7%
APA vs HAS
+3,598.5%
-2,749.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.1% |
| 7D | +0.5% | -1.8% | +2.3% | +1.0% |
| 30D | +23.4% | +2.3% | +21.1% | +22.6% |
| 3M | +12.7% | +10.4% | +2.3% | +9.1% |
| 6M | +39.4% | -3.2% | +42.7% | +38.7% |
| YTD | +79.0% | +15.4% | +63.5% | +68.9% |
| 1Y | +88.8% | +18.8% | +70.0% | +76.5% |
| 3Y | +6.4% | +43.9% | -37.6% | -7.2% |
| 5Y | +153.0% | +13.9% | +139.1% | +132.4% |
| 10Y | +7.5% | +56.4% | -48.9% | -9.1% |
| All | +848.7% | +3,598.5% | -2,749.7% | +445.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling