-25.5%
APP vs HAS
+28.5%
-54.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -1.7% | +32.7% | +31.1% |
| 7D | +39.7% | 0.0% | +39.7% | +39.4% |
| 30D | +27.7% | +31.3% | -3.6% | +25.0% |
| 3M | -14.8% | +32.1% | -46.9% | -16.5% |
| 6M | -25.5% | +28.1% | -53.7% | -26.7% |
| All | -25.5% | +28.5% | -54.0% | -26.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling