+589.6%
DG vs HAS
+602.3%
-12.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.0% |
| 7D | +1.1% | -0.2% | +1.2% | +1.2% |
| 30D | +9.5% | +31.0% | -21.5% | +3.8% |
| 3M | +5.5% | +30.7% | -25.2% | 0.0% |
| 6M | +16.1% | +23.9% | -7.8% | +10.9% |
| YTD | +2.7% | +48.3% | -45.6% | -5.6% |
| 1Y | +42.1% | +60.2% | -18.1% | +28.7% |
| 3Y | +19.3% | +189.2% | -170.0% | -6.2% |
| 5Y | -35.3% | +50.4% | -85.8% | -42.6% |
| 10Y | +123.9% | +104.2% | +19.7% | +73.3% |
| All | +589.6% | +602.3% | -12.8% | +267.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling