-35.5%
DG vs HAS
+48.2%
-83.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | -0.2% |
| 7D | +0.3% | +1.4% | -1.1% | +0.1% |
| 30D | +3.2% | +26.3% | -23.1% | -0.9% |
| 3M | +10.4% | +25.6% | -15.2% | +6.0% |
| 6M | +33.2% | +30.3% | +2.9% | +26.6% |
| YTD | +3.0% | +50.4% | -47.4% | -4.7% |
| 1Y | +31.2% | +57.7% | -26.5% | +20.5% |
| 3Y | +21.8% | +213.4% | -191.6% | -4.7% |
| All | -35.5% | +48.2% | -83.8% | -36.2% |
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 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