+583.4%
DG vs HAS
+446.5%
+136.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | +8.4% | -1.8% | +10.2% | +8.8% |
| 30D | +4.9% | +2.3% | +2.7% | +4.4% |
| 3M | +29.3% | +10.4% | +19.0% | +26.7% |
| 6M | -11.3% | -3.2% | -8.0% | -11.1% |
| YTD | +1.8% | +15.4% | -13.7% | -1.6% |
| 1Y | +25.3% | +18.8% | +6.5% | +20.3% |
| 3Y | +9.1% | +43.9% | -34.9% | -1.2% |
| 5Y | -34.9% | +13.9% | -48.8% | -38.9% |
| 10Y | +108.2% | +56.4% | +51.7% | +69.8% |
| All | +583.4% | +446.5% | +136.9% | +283.2% |
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 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