+240.9%
DIA vs HAS
+106.1%
+134.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.7% | +0.5% | +1.7% |
| 7D | +0.8% | +2.2% | -1.4% | +0.2% |
| 30D | +1.4% | +29.6% | -28.2% | -5.4% |
| 3M | -2.7% | +30.3% | -33.0% | -9.5% |
| 6M | +6.2% | +25.6% | -19.4% | -0.7% |
| YTD | +10.1% | +50.8% | -40.7% | -2.5% |
| 1Y | +13.0% | +63.0% | -50.0% | -2.1% |
| 3Y | +61.9% | +211.6% | -149.7% | +14.1% |
| 5Y | +57.1% | +50.4% | +6.7% | +34.3% |
| 10Y | +240.9% | +101.9% | +139.0% | +153.6% |
| All | +240.9% | +106.1% | +134.8% | +153.6% |
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