+208.8%
C vs HAS
+102.6%
+106.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -0.4% | +3.3% | -3.6% | -1.6% |
| 30D | -5.2% | +30.5% | -35.7% | -14.8% |
| 3M | -9.1% | +29.9% | -39.0% | -18.3% |
| 6M | -1.6% | +26.5% | -28.1% | -11.4% |
| YTD | +6.9% | +51.9% | -45.0% | -11.1% |
| 1Y | +23.0% | +60.9% | -37.9% | -0.2% |
| 3Y | +216.1% | +215.0% | +1.2% | +86.7% |
| 5Y | +112.2% | +51.5% | +60.8% | +67.9% |
| 10Y | +208.8% | +102.2% | +106.5% | +103.3% |
| All | +208.8% | +102.6% | +106.2% | +103.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling