+237.1%
DIA vs HAS
+106.0%
+131.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | 0.0% |
| 7D | -1.6% | +2.0% | -3.6% | -2.1% |
| 30D | +1.3% | +30.9% | -29.6% | -5.8% |
| 3M | -2.1% | +28.8% | -30.8% | -8.6% |
| 6M | +6.2% | +32.3% | -26.1% | -2.0% |
| YTD | +10.3% | +54.7% | -44.3% | -2.9% |
| 1Y | +11.0% | +63.2% | -52.2% | -3.8% |
| 3Y | +60.4% | +220.7% | -160.3% | +12.2% |
| 5Y | +59.1% | +53.3% | +5.7% | +35.4% |
| 10Y | +237.1% | +104.2% | +132.8% | +149.7% |
| All | +237.1% | +106.0% | +131.0% | +149.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling