+146.2%
B vs HAS
+51.1%
+95.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +3.9% |
| 7D | +11.3% | +2.2% | +9.2% | +11.0% |
| 30D | +2.9% | +29.6% | -26.6% | -1.5% |
| 3M | -2.9% | +30.3% | -33.1% | -7.2% |
| 6M | -1.2% | +25.6% | -26.8% | -5.4% |
| YTD | -1.3% | +50.8% | -52.2% | -8.4% |
| 1Y | +30.4% | +63.0% | -32.6% | +19.5% |
| 3Y | +195.3% | +211.6% | -16.3% | +138.1% |
| 5Y | +146.2% | +50.4% | +95.8% | +117.1% |
| All | +146.2% | +51.1% | +95.2% | +117.1% |
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