+13.0%
DLR vs HAS
+66.3%
-53.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.5% | +2.3% |
| 7D | +2.8% | +2.4% | +0.4% | +2.6% |
| 30D | +2.8% | +31.6% | -28.8% | +0.3% |
| 3M | -4.0% | +33.9% | -37.8% | -6.5% |
| 6M | -5.6% | +31.4% | -37.0% | -8.9% |
| YTD | +21.9% | +51.6% | -29.7% | +17.6% |
| 1Y | +13.0% | +65.2% | -52.2% | +11.0% |
| All | +13.0% | +66.3% | -53.3% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling