+868.5%
DE vs HAS
+56.6%
+812.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.1% |
| 7D | +0.7% | -3.1% | +3.8% | +1.7% |
| 30D | +9.6% | -2.7% | +12.4% | +10.6% |
| 3M | +19.0% | +8.9% | +10.1% | +15.4% |
| 6M | +16.1% | -2.9% | +19.0% | +16.2% |
| YTD | +47.0% | +12.6% | +34.4% | +40.1% |
| 1Y | +43.1% | +17.5% | +25.7% | +34.3% |
| 3Y | +77.5% | +46.2% | +31.3% | +50.5% |
| 5Y | +96.4% | +12.6% | +83.8% | +79.0% |
| All | +868.5% | +56.6% | +812.0% | +656.4% |
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