-35.7%
AUR vs HAS
+13.0%
-48.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | 0.0% | +0.5% |
| 7D | +1.4% | -1.1% | +2.5% | +2.0% |
| 30D | -6.4% | -2.8% | -3.6% | -4.8% |
| 3M | +7.7% | +10.1% | -2.4% | -0.1% |
| 6M | +44.5% | -1.4% | +45.9% | +42.0% |
| YTD | +67.4% | +14.2% | +53.3% | +46.4% |
| 1Y | +15.4% | +18.2% | -2.8% | -2.0% |
| 3Y | +94.8% | +48.6% | +46.2% | +32.0% |
| 5Y | -35.1% | +14.2% | -49.3% | -43.4% |
| All | -35.7% | +13.0% | -48.7% | -44.0% |
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