+160.7%
DLR vs HAS
+56.8%
+103.9%
-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% | +0.8% | +0.4% |
| 7D | +1.6% | -1.8% | +3.4% | +2.0% |
| 30D | -3.4% | +2.3% | -5.6% | -3.9% |
| 3M | +0.5% | +10.4% | -9.9% | -1.8% |
| 6M | +4.6% | -3.2% | +7.8% | +4.7% |
| YTD | +23.4% | +15.4% | +8.0% | +18.5% |
| 1Y | +19.0% | +18.8% | +0.2% | +13.3% |
| 3Y | +56.5% | +43.9% | +12.6% | +40.1% |
| 5Y | +33.3% | +13.9% | +19.4% | +22.6% |
| All | +160.7% | +56.8% | +103.9% | +118.8% |
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