-52.3%
DOCS vs HAS
+57.3%
-109.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.1% | +3.3% | +4.9% |
| 7D | +1.2% | +2.4% | -1.2% | +0.1% |
| 30D | +21.3% | +31.6% | -10.3% | +6.5% |
| 3M | +58.4% | +33.9% | +24.5% | +38.2% |
| 6M | +39.3% | +31.4% | +7.9% | +20.7% |
| YTD | -21.7% | +51.6% | -73.3% | -37.8% |
| 1Y | -47.3% | +65.2% | -112.5% | -60.1% |
| 3Y | +58.2% | +188.7% | -130.6% | -20.5% |
| 5Y | -52.3% | +55.7% | -108.0% | -58.6% |
| All | -52.3% | +57.3% | -109.6% | -58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling