+506.6%
APP vs HAS
+50.6%
+456.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.3% | -3.9% |
| 7D | +61.1% | +3.3% | +57.8% | +58.5% |
| 30D | +42.8% | +30.5% | +12.2% | +25.0% |
| 3M | +16.7% | +29.9% | -13.2% | +2.3% |
| 6M | -15.6% | +26.5% | -42.1% | -25.8% |
| YTD | -41.3% | +51.9% | -93.2% | -53.3% |
| 1Y | -39.3% | +60.9% | -100.2% | -53.2% |
| 3Y | +803.2% | +215.0% | +588.2% | +344.5% |
| 5Y | +313.2% | +51.5% | +261.7% | +239.0% |
| All | +506.6% | +50.6% | +456.1% | +401.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling