+292.6%
APP vs HAS
+50.4%
+242.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.5% | +10.4% | +10.1% |
| 7D | +71.2% | -0.2% | +71.4% | +71.1% |
| 30D | +39.1% | +31.0% | +8.1% | +20.6% |
| 3M | +16.5% | +30.7% | -14.1% | +1.1% |
| 6M | -16.6% | +23.9% | -40.5% | -26.4% |
| YTD | -41.9% | +48.3% | -90.3% | -53.9% |
| 1Y | -37.0% | +60.2% | -97.3% | -52.2% |
| 3Y | +892.4% | +189.2% | +703.2% | +385.9% |
| All | +292.6% | +50.4% | +242.2% | +248.6% |
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