-36.6%
AUR vs HAS
+14.2%
-50.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.7% |
| 7D | +8.7% | -1.8% | +10.6% | +10.1% |
| 30D | -5.2% | +2.3% | -7.5% | -6.8% |
| 3M | -7.3% | +10.4% | -17.7% | -14.1% |
| 6M | +41.2% | -3.2% | +44.4% | +41.0% |
| YTD | +65.1% | +15.4% | +49.7% | +43.5% |
| 1Y | +13.4% | +18.8% | -5.4% | -3.9% |
| 3Y | +98.1% | +43.9% | +54.2% | +38.5% |
| 5Y | -36.0% | +13.9% | -49.9% | -44.6% |
| All | -36.6% | +14.2% | -50.8% | -45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling