+135.2%
B vs HAS
+52.6%
+82.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.8% |
| 7D | +4.3% | 0.0% | +4.3% | +4.3% |
| 30D | -0.9% | +31.3% | -32.3% | -5.4% |
| 3M | -1.4% | +32.1% | -33.5% | -6.0% |
| 6M | +5.0% | +28.1% | -23.1% | +0.2% |
| YTD | -5.8% | +49.1% | -54.9% | -12.5% |
| 1Y | +25.6% | +60.5% | -34.9% | +15.4% |
| 3Y | +161.6% | +183.9% | -22.3% | +114.3% |
| 5Y | +135.2% | +51.2% | +84.0% | +106.3% |
| All | +135.2% | +52.6% | +82.6% | +106.3% |
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