+1,163.5%
C vs HAS
+3,598.5%
-2,435.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +3.6% | -1.8% | +5.4% | +4.3% |
| 30D | +0.1% | +2.3% | -2.2% | -0.9% |
| 3M | +2.4% | +10.4% | -7.9% | -1.7% |
| 6M | +24.9% | -3.2% | +28.2% | +25.1% |
| YTD | +19.8% | +15.4% | +4.4% | +11.9% |
| 1Y | +44.9% | +18.8% | +26.1% | +33.4% |
| 3Y | +263.0% | +43.9% | +219.0% | +200.3% |
| 5Y | +129.5% | +13.9% | +115.6% | +102.2% |
| 10Y | +291.6% | +56.4% | +235.2% | +189.8% |
| All | +1,163.5% | +3,598.5% | -2,435.0% | +269.7% |
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