+758.9%
COST vs HAS
+102.6%
+656.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.1% |
| 7D | +4.6% | +3.3% | +1.3% | +4.1% |
| 30D | +12.8% | +30.5% | -17.8% | +8.1% |
| 3M | +12.1% | +29.9% | -17.8% | +7.5% |
| 6M | +6.0% | +26.5% | -20.5% | +1.9% |
| YTD | +24.4% | +51.9% | -27.6% | +15.7% |
| 1Y | +17.1% | +60.9% | -43.8% | +8.0% |
| 3Y | +92.2% | +215.0% | -122.8% | +55.2% |
| 5Y | +122.5% | +51.5% | +71.0% | +101.5% |
| 10Y | +758.9% | +102.2% | +656.7% | +623.3% |
| All | +758.9% | +102.6% | +656.3% | +623.3% |
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