+109.4%
C vs HAS
+52.6%
+56.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.7% | -3.4% | -4.6% |
| 7D | -5.3% | 0.0% | -5.3% | -5.3% |
| 30D | -7.3% | +31.3% | -38.6% | -14.5% |
| 3M | -13.5% | +32.1% | -45.6% | -20.4% |
| 6M | -6.5% | +28.1% | -34.6% | -13.7% |
| YTD | +3.6% | +49.1% | -45.5% | -9.2% |
| 1Y | +18.9% | +60.5% | -41.6% | +1.8% |
| 3Y | +205.0% | +183.9% | +21.1% | +114.1% |
| 5Y | +109.4% | +51.2% | +58.1% | +80.0% |
| All | +109.4% | +52.6% | +56.8% | +80.0% |
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 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