+609.0%
COST vs HAS
+54.3%
+554.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.6% |
| 7D | -2.8% | -4.8% | +2.1% | -2.1% |
| 30D | -5.3% | -5.1% | -0.1% | -4.5% |
| 3M | -6.7% | +6.4% | -13.0% | -7.7% |
| 6M | -9.9% | -5.6% | -4.3% | -9.5% |
| YTD | +5.1% | +11.0% | -5.8% | +2.8% |
| 1Y | -7.3% | +16.8% | -24.1% | -10.2% |
| 3Y | +70.4% | +44.0% | +26.4% | +56.9% |
| 5Y | +104.4% | +11.0% | +93.4% | +94.4% |
| 10Y | +609.0% | +56.0% | +553.0% | +533.3% |
| All | +609.0% | +54.3% | +554.7% | +533.3% |
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