+668.3%
AU vs HAS
+59.3%
+608.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.6% | -4.4% |
| 7D | -7.0% | -3.1% | -3.9% | -6.7% |
| 30D | +7.3% | -6.4% | +13.7% | +7.9% |
| 3M | +33.2% | +10.4% | +22.8% | +32.0% |
| 6M | -0.6% | -3.7% | +3.0% | -0.5% |
| YTD | +26.2% | +12.5% | +13.7% | +25.0% |
| 1Y | +68.3% | +19.8% | +48.4% | +65.9% |
| 3Y | +592.1% | +46.0% | +546.2% | +566.7% |
| 5Y | +685.3% | +12.5% | +672.8% | +659.0% |
| All | +668.3% | +59.3% | +608.9% | +565.1% |
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