+22.2%
DG vs HAS
+214.9%
-192.7%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | 0.0% | -1.8% |
| 7D | -2.5% | +1.6% | -4.1% | -2.7% |
| 30D | +7.7% | +26.6% | -18.9% | +4.2% |
| 3M | +13.1% | +29.0% | -15.9% | +9.1% |
| 6M | +32.0% | +30.6% | +1.5% | +26.8% |
| YTD | +3.3% | +51.5% | -48.2% | -2.6% |
| 1Y | +31.7% | +58.5% | -26.8% | +23.5% |
| All | +22.2% | +214.9% | -192.7% | -8.2% |
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