+13,986.6%
COST vs HAS
+4,857.2%
+9,129.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.2% | +1.6% |
| 7D | +3.9% | +2.0% | +1.9% | +3.5% |
| 30D | +13.5% | +30.9% | -17.4% | +6.8% |
| 3M | +15.3% | +28.8% | -13.4% | +8.8% |
| 6M | +9.2% | +32.3% | -23.2% | +1.9% |
| YTD | +26.9% | +54.7% | -27.8% | +13.9% |
| 1Y | +19.7% | +63.2% | -43.5% | +6.1% |
| 3Y | +96.0% | +220.7% | -124.6% | +45.1% |
| 5Y | +124.0% | +53.3% | +70.7% | +93.2% |
| 10Y | +760.6% | +104.2% | +656.4% | +546.3% |
| All | +13,986.6% | +4,857.2% | +9,129.5% | +3,930.7% |
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