+714.7%
B vs HAS
+4,678.1%
-3,963.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.6% |
| 7D | +4.3% | 0.0% | +4.3% | +4.3% |
| 30D | -0.9% | +31.3% | -32.3% | -2.6% |
| 3M | -1.4% | +32.1% | -33.5% | -3.1% |
| 6M | +5.0% | +28.1% | -23.1% | +3.3% |
| YTD | -5.8% | +49.1% | -54.9% | -8.2% |
| 1Y | +25.6% | +60.5% | -34.9% | +21.9% |
| 3Y | +161.6% | +183.9% | -22.3% | +145.0% |
| 5Y | +135.2% | +51.2% | +84.0% | +126.0% |
| 10Y | +170.7% | +105.3% | +65.5% | +152.4% |
| All | +714.7% | +4,678.1% | -3,963.4% | +926.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling