-34.4%
AUR vs HAS
+10.8%
-45.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.9% |
| 7D | +11.1% | -4.8% | +16.0% | +15.0% |
| 30D | -6.9% | -5.1% | -1.7% | -3.6% |
| 3M | +5.5% | +6.4% | -0.9% | -0.2% |
| 6M | +41.0% | -5.6% | +46.6% | +43.0% |
| YTD | +69.3% | +11.0% | +58.3% | +49.8% |
| 1Y | +14.0% | +16.8% | -2.8% | -3.5% |
| 3Y | +90.1% | +44.0% | +46.0% | +28.8% |
| 5Y | -34.4% | +11.0% | -45.4% | -34.9% |
| All | -34.4% | +10.8% | -45.2% | -34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling