+200.5%
B vs HAS
+106.1%
+94.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +4.0% |
| 7D | +11.3% | +2.2% | +9.2% | +11.1% |
| 30D | +2.9% | +29.6% | -26.6% | -0.3% |
| 3M | -2.9% | +30.3% | -33.1% | -6.1% |
| 6M | -1.2% | +25.6% | -26.8% | -4.3% |
| YTD | -1.3% | +50.8% | -52.2% | -6.5% |
| 1Y | +30.4% | +63.0% | -32.6% | +22.5% |
| 3Y | +195.3% | +211.6% | -16.3% | +155.1% |
| 5Y | +146.2% | +50.4% | +95.8% | +126.2% |
| 10Y | +200.5% | +101.9% | +98.6% | +144.0% |
| All | +200.5% | +106.1% | +94.4% | +144.0% |
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