+54.4%
DLR vs HAS
+212.5%
-158.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | +3.3% | +1.4% | +1.9% | +3.0% |
| 30D | +4.6% | +26.3% | -21.7% | -0.2% |
| 3M | -8.3% | +25.6% | -33.9% | -12.4% |
| 6M | -5.6% | +30.3% | -35.9% | -11.0% |
| YTD | +18.7% | +50.4% | -31.6% | +7.8% |
| 1Y | +17.1% | +57.7% | -40.6% | +5.0% |
| 3Y | +54.4% | +213.4% | -159.0% | +16.5% |
| All | +54.4% | +212.5% | -158.2% | +16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling