+296.4%
ARM vs HAS
+50.8%
+245.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.5% | +4.4% | +4.1% |
| 7D | +5.5% | -1.8% | +7.3% | +6.3% |
| 30D | -8.2% | +2.3% | -10.5% | -9.2% |
| 3M | -35.9% | +10.4% | -46.3% | -39.1% |
| 6M | +103.1% | -3.2% | +106.4% | +102.6% |
| YTD | +130.6% | +15.4% | +115.2% | +108.9% |
| 1Y | +86.1% | +18.8% | +67.3% | +65.2% |
| All | +296.4% | +50.8% | +245.6% | +193.6% |
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 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