+34.5%
D vs HAS
+56.4%
-21.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +1.5% | -1.8% | +3.3% | +1.8% |
| 30D | -2.6% | +2.3% | -4.8% | -3.0% |
| 3M | 0.0% | +10.4% | -10.4% | -1.9% |
| 6M | +7.4% | -3.2% | +10.6% | +7.4% |
| YTD | +15.9% | +15.4% | +0.5% | +12.1% |
| 1Y | +18.1% | +18.8% | -0.7% | +13.5% |
| 3Y | +58.4% | +43.9% | +14.4% | +44.0% |
| 5Y | +5.2% | +13.9% | -8.7% | -1.8% |
| All | +34.5% | +56.4% | -21.9% | +13.3% |
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