+106.2%
COST vs HAS
+10.2%
+96.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.2% |
| 7D | -3.2% | -3.1% | -0.1% | -2.7% |
| 30D | -4.0% | -2.7% | -1.3% | -3.6% |
| 3M | -6.5% | +8.9% | -15.4% | -7.9% |
| 6M | -8.5% | -2.9% | -5.6% | -8.4% |
| YTD | +6.0% | +12.6% | -6.6% | +3.2% |
| 1Y | -5.8% | +17.5% | -23.3% | -9.1% |
| 3Y | +71.8% | +46.2% | +25.6% | +57.3% |
| 5Y | +106.2% | +12.6% | +93.7% | +113.9% |
| All | +106.2% | +10.2% | +96.0% | +113.9% |
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