+1,216.8%
ARES vs HAS
+101.4%
+1,115.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +4.5% | -0.2% | +4.7% | +4.7% |
| 30D | +15.7% | +31.0% | -15.3% | +4.1% |
| 3M | -2.0% | +30.7% | -32.7% | -11.9% |
| 6M | +10.4% | +23.9% | -13.5% | +0.6% |
| YTD | -14.2% | +48.3% | -62.5% | -27.8% |
| 1Y | -7.8% | +60.2% | -68.0% | -24.8% |
| 3Y | +41.4% | +189.2% | -147.8% | -11.7% |
| 5Y | +83.7% | +50.4% | +33.3% | +48.1% |
| All | +1,216.8% | +101.4% | +1,115.5% | +848.0% |
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 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