+41.6%
D vs HAS
+101.4%
-59.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | +3.0% | -0.2% | +3.1% | +3.0% |
| 30D | +11.5% | +31.0% | -19.5% | +6.2% |
| 3M | +3.7% | +30.7% | -26.9% | -1.2% |
| 6M | +13.5% | +23.9% | -10.4% | +8.8% |
| YTD | +20.7% | +48.3% | -27.6% | +11.6% |
| 1Y | +18.2% | +60.2% | -42.0% | +7.7% |
| 3Y | +73.3% | +189.2% | -115.9% | +38.8% |
| 5Y | +12.3% | +50.4% | -38.2% | -0.3% |
| All | +41.6% | +101.4% | -59.7% | +12.7% |
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