+124.5%
COST vs HAS
+48.2%
+76.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.0% | +1.4% |
| 7D | +5.0% | +1.4% | +3.6% | +4.8% |
| 30D | +12.8% | +26.3% | -13.5% | +8.6% |
| 3M | +15.2% | +25.6% | -10.4% | +10.9% |
| 6M | +7.4% | +30.3% | -22.8% | +2.7% |
| YTD | +29.0% | +50.4% | -21.3% | +19.8% |
| 1Y | +20.3% | +57.7% | -37.4% | +10.7% |
| 3Y | +99.0% | +213.4% | -114.4% | +53.8% |
| All | +124.5% | +48.2% | +76.2% | +124.5% |
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