+162.4%
DLR vs HAS
+101.4%
+61.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.2% |
| 7D | -3.6% | -0.2% | -3.4% | -3.5% |
| 30D | -3.5% | +31.0% | -34.5% | -9.0% |
| 3M | -8.9% | +30.7% | -39.6% | -14.1% |
| 6M | -11.6% | +23.9% | -35.5% | -16.0% |
| YTD | +14.9% | +48.3% | -33.4% | +4.4% |
| 1Y | +6.4% | +60.2% | -53.8% | -5.0% |
| 3Y | +47.3% | +189.2% | -142.0% | +13.4% |
| 5Y | +32.8% | +50.4% | -17.6% | +15.2% |
| All | +162.4% | +101.4% | +61.0% | +104.3% |
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