+11.8%
APD vs HAS
+51.1%
-39.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.4% | +1.7% |
| 7D | -1.6% | +2.2% | -3.7% | -2.0% |
| 30D | +10.6% | +29.6% | -19.0% | +4.5% |
| 3M | +2.5% | +30.3% | -27.8% | -3.4% |
| 6M | +6.0% | +25.6% | -19.7% | +0.4% |
| YTD | +28.4% | +50.8% | -22.4% | +15.8% |
| 1Y | +22.2% | +63.0% | -40.9% | +8.1% |
| 3Y | +26.6% | +211.6% | -185.0% | -5.1% |
| 5Y | +11.8% | +50.4% | -38.6% | +4.9% |
| All | +11.8% | +51.1% | -39.3% | +4.9% |
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 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