+188.2%
B vs HAS
+56.4%
+131.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | -1.6% | -1.8% | +0.2% | -1.4% |
| 30D | +9.4% | +2.3% | +7.2% | +9.1% |
| 3M | +5.0% | +10.4% | -5.4% | +3.6% |
| 6M | -3.5% | -3.2% | -0.3% | -3.5% |
| YTD | +4.5% | +15.4% | -11.0% | +2.3% |
| 1Y | +67.8% | +18.8% | +49.0% | +63.7% |
| 3Y | +196.7% | +43.9% | +152.8% | +178.8% |
| 5Y | +151.9% | +13.9% | +138.0% | +139.5% |
| All | +188.2% | +56.4% | +131.8% | +154.4% |
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