+107.4%
DE vs HAS
+51.1%
+56.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +2.5% |
| 7D | +3.5% | +2.2% | +1.4% | +3.0% |
| 30D | +11.3% | +29.6% | -18.2% | +4.1% |
| 3M | +11.6% | +30.3% | -18.7% | +4.0% |
| 6M | +20.9% | +25.6% | -4.8% | +13.3% |
| YTD | +49.7% | +50.8% | -1.2% | +33.4% |
| 1Y | +49.5% | +63.0% | -13.6% | +30.4% |
| 3Y | +94.7% | +211.6% | -116.9% | +41.3% |
| 5Y | +107.4% | +50.4% | +57.0% | +89.0% |
| All | +107.4% | +51.1% | +56.3% | +89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling