+218.3%
C vs HAS
+106.0%
+112.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +0.9% |
| 7D | -0.4% | +2.0% | -2.4% | -1.2% |
| 30D | -5.3% | +30.9% | -36.2% | -15.0% |
| 3M | -8.0% | +28.8% | -36.8% | -17.0% |
| 6M | -0.3% | +32.3% | -32.6% | -11.7% |
| YTD | +8.6% | +54.7% | -46.0% | -10.3% |
| 1Y | +25.8% | +63.2% | -37.4% | +1.5% |
| 3Y | +221.2% | +220.7% | +0.5% | +88.4% |
| 5Y | +113.6% | +53.3% | +60.2% | +68.2% |
| 10Y | +218.3% | +104.2% | +114.1% | +109.0% |
| All | +218.3% | +106.0% | +112.3% | +109.0% |
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 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