+48.8%
D vs HAS
+99.1%
-50.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.4% |
| 7D | -3.1% | +1.6% | -4.7% | -3.3% |
| 30D | +8.4% | +26.6% | -18.3% | +3.8% |
| 3M | +0.2% | +29.0% | -28.8% | -4.4% |
| 6M | +9.5% | +30.6% | -21.1% | +3.9% |
| YTD | +18.8% | +51.5% | -32.7% | +9.4% |
| 1Y | +14.7% | +58.5% | -43.8% | +4.6% |
| 3Y | +72.9% | +214.1% | -141.2% | +36.3% |
| 5Y | +13.1% | +50.2% | -37.1% | +0.5% |
| All | +48.8% | +99.1% | -50.3% | +18.7% |
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 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