+261.6%
APP vs HAS
+52.6%
+209.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -1.7% | +32.7% | +31.9% |
| 7D | +39.7% | 0.0% | +39.7% | +39.6% |
| 30D | +27.7% | +31.3% | -3.6% | +10.7% |
| 3M | -14.8% | +32.1% | -46.9% | -26.5% |
| 6M | -25.5% | +28.1% | -53.7% | -35.5% |
| YTD | -47.2% | +49.1% | -96.3% | -58.1% |
| 1Y | -42.3% | +60.5% | -102.8% | -56.2% |
| 3Y | +806.8% | +183.9% | +622.9% | +350.8% |
| 5Y | +261.6% | +51.2% | +210.4% | +218.3% |
| All | +261.6% | +52.6% | +209.0% | +218.3% |
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