+214.8%
B vs HAS
+97.5%
+117.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -7.3% | +1.4% | -8.7% | -7.5% |
| 30D | -3.3% | +26.3% | -29.6% | -6.1% |
| 3M | -7.8% | +25.6% | -33.4% | -10.4% |
| 6M | -15.5% | +30.3% | -45.8% | -18.6% |
| YTD | -12.3% | +50.4% | -62.6% | -16.9% |
| 1Y | +5.4% | +57.7% | -52.3% | -0.8% |
| 3Y | +165.5% | +213.4% | -47.8% | +128.8% |
| 5Y | +107.0% | +49.1% | +58.0% | +90.2% |
| All | +214.8% | +97.5% | +117.3% | +147.0% |
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