+138.0%
B vs HAS
+50.4%
+87.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.6% |
| 7D | +9.6% | -0.2% | +9.7% | +9.6% |
| 30D | +3.5% | +31.0% | -27.5% | -1.1% |
| 3M | -1.6% | +30.7% | -32.2% | -6.1% |
| 6M | -1.7% | +23.9% | -25.6% | -5.7% |
| YTD | -5.3% | +48.3% | -53.6% | -11.9% |
| 1Y | +27.2% | +60.2% | -33.0% | +16.9% |
| 3Y | +166.1% | +189.2% | -23.1% | +117.2% |
| All | +138.0% | +50.4% | +87.5% | +110.0% |
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 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