+295.9%
APP vs HAS
+51.1%
+244.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +4.0% |
| 7D | +79.2% | +2.2% | +77.0% | +77.1% |
| 30D | +48.0% | +29.6% | +18.4% | +29.2% |
| 3M | +18.2% | +30.3% | -12.0% | +2.8% |
| 6M | -12.5% | +25.6% | -38.1% | -23.3% |
| YTD | -39.2% | +50.8% | -90.0% | -52.0% |
| 1Y | -33.9% | +63.0% | -96.9% | -50.2% |
| 3Y | +933.3% | +211.6% | +721.7% | +380.9% |
| 5Y | +295.9% | +50.4% | +245.5% | +251.0% |
| All | +295.9% | +51.1% | +244.8% | +251.0% |
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