+173.8%
DAL vs HAS
+181.4%
-7.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.4% |
| 7D | +8.8% | -0.2% | +8.9% | +8.9% |
| 30D | +5.4% | +31.0% | -25.6% | -5.9% |
| 3M | -4.9% | +30.7% | -35.6% | -15.1% |
| 6M | +19.8% | +23.9% | -4.1% | +8.5% |
| YTD | +27.0% | +48.3% | -21.3% | +4.8% |
| 1Y | +52.5% | +60.2% | -7.8% | +21.2% |
| 3Y | +173.8% | +189.2% | -15.4% | +67.3% |
| All | +173.8% | +181.4% | -7.6% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling