-57.9%
AUR vs HAS
+48.8%
-106.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.5% | -2.7% |
| 7D | -4.5% | +1.4% | -5.9% | -5.3% |
| 30D | -16.6% | +26.3% | -42.9% | -29.1% |
| 3M | -38.5% | +25.6% | -64.0% | -47.7% |
| 6M | -49.9% | +30.3% | -80.1% | -59.2% |
| YTD | +9.6% | +50.4% | -40.7% | -21.0% |
| 1Y | +1.2% | +57.7% | -56.5% | -29.7% |
| 3Y | +128.8% | +213.4% | -84.6% | -12.5% |
| 5Y | -57.9% | +49.1% | -107.0% | -69.8% |
| All | -57.9% | +48.8% | -106.7% | -69.8% |
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