+84.4%
DT vs HAS
+29.3%
+55.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.6% |
| 7D | -20.2% | +2.2% | -22.4% | -20.8% |
| 30D | -30.8% | +29.6% | -60.3% | -37.0% |
| 3M | -10.2% | +30.3% | -40.5% | -18.6% |
| 6M | +8.0% | +25.6% | -17.6% | -1.6% |
| YTD | +1.5% | +50.8% | -49.4% | -14.7% |
| 1Y | -6.9% | +63.0% | -69.9% | -24.2% |
| 3Y | -10.9% | +211.6% | -222.5% | -46.7% |
| 5Y | -42.2% | +50.4% | -92.6% | -53.2% |
| All | +84.4% | +29.3% | +55.1% | +29.7% |
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