+43.8%
D vs HAS
+106.1%
-62.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.8% |
| 7D | +0.8% | +2.2% | -1.4% | +0.4% |
| 30D | +10.7% | +29.6% | -18.9% | +5.7% |
| 3M | +2.3% | +30.3% | -28.0% | -2.6% |
| 6M | +12.5% | +25.6% | -13.1% | +7.5% |
| YTD | +20.1% | +50.8% | -30.7% | +10.7% |
| 1Y | +15.6% | +63.0% | -47.5% | +4.9% |
| 3Y | +75.2% | +211.6% | -136.4% | +38.4% |
| 5Y | +14.6% | +50.4% | -35.8% | +1.8% |
| 10Y | +43.8% | +101.9% | -58.1% | +14.1% |
| All | +43.8% | +106.1% | -62.3% | +14.1% |
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