+2,408.8%
D vs HAS
+4,678.1%
-2,269.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.1% |
| 7D | +6.9% | 0.0% | +7.0% | +7.0% |
| 30D | +12.3% | +31.3% | -19.0% | +8.5% |
| 3M | +3.0% | +32.1% | -29.1% | -0.6% |
| 6M | +12.8% | +28.1% | -15.3% | +9.0% |
| YTD | +22.6% | +49.1% | -26.5% | +16.0% |
| 1Y | +21.7% | +60.5% | -38.9% | +14.0% |
| 3Y | +83.9% | +183.9% | -99.9% | +58.9% |
| 5Y | +14.0% | +51.2% | -37.3% | +5.1% |
| 10Y | +45.6% | +105.3% | -59.7% | +25.6% |
| All | +2,408.8% | +4,678.1% | -2,269.3% | +1,468.7% |
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