+672.3%
AU vs HAS
+61.8%
+610.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.4% |
| 7D | -4.3% | -1.1% | -3.2% | -4.2% |
| 30D | +7.3% | -2.8% | +10.1% | +7.6% |
| 3M | +26.3% | +10.1% | +16.2% | +25.2% |
| 6M | +1.8% | -1.4% | +3.1% | +1.7% |
| YTD | +26.8% | +14.2% | +12.6% | +25.4% |
| 1Y | +66.7% | +18.2% | +48.5% | +64.5% |
| 3Y | +579.1% | +48.6% | +530.5% | +553.1% |
| 5Y | +689.3% | +14.2% | +675.1% | +661.9% |
| All | +672.3% | +61.8% | +610.5% | +567.6% |
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