+108.4%
B vs HAS
+49.5%
+58.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.1% | -2.8% |
| 7D | -6.2% | +1.6% | -7.8% | -6.4% |
| 30D | -6.6% | +26.6% | -33.2% | -10.3% |
| 3M | -7.9% | +29.0% | -36.9% | -11.8% |
| 6M | -16.8% | +30.6% | -47.4% | -20.9% |
| YTD | -11.7% | +51.5% | -63.2% | -18.1% |
| 1Y | +3.5% | +58.5% | -55.0% | -4.8% |
| 3Y | +165.7% | +214.1% | -48.4% | +114.0% |
| 5Y | +108.4% | +50.2% | +58.2% | +83.2% |
| All | +108.4% | +49.5% | +58.9% | +83.2% |
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