+778.8%
DE vs HAS
+102.4%
+676.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.3% | -0.8% |
| 7D | +3.3% | +3.3% | 0.0% | +2.2% |
| 30D | +10.7% | +30.5% | -19.8% | +1.5% |
| 3M | +13.1% | +29.9% | -16.8% | +3.6% |
| 6M | +20.2% | +26.5% | -6.3% | +10.4% |
| YTD | +48.9% | +51.9% | -3.1% | +28.4% |
| 1Y | +46.6% | +60.9% | -14.3% | +23.9% |
| 3Y | +91.4% | +215.0% | -123.6% | +25.6% |
| 5Y | +108.1% | +51.5% | +56.6% | +72.1% |
| All | +778.8% | +102.4% | +676.4% | +517.0% |
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