-37.4%
DOCS vs HAS
+58.4%
-95.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.7% | -2.6% | -3.5% |
| 7D | -1.3% | 0.0% | -1.3% | -1.2% |
| 30D | +19.4% | +31.3% | -11.9% | +4.8% |
| 3M | +53.4% | +32.1% | +21.3% | +34.4% |
| 6M | +28.8% | +28.1% | +0.6% | +12.7% |
| YTD | -25.1% | +49.1% | -74.2% | -40.2% |
| 1Y | -48.1% | +60.5% | -108.7% | -60.3% |
| 3Y | +51.4% | +183.9% | -132.5% | -23.4% |
| 5Y | -51.1% | +51.2% | -102.3% | -58.4% |
| All | -37.4% | +58.4% | -95.8% | -46.7% |
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