+82.3%
DT vs HAS
+30.3%
+52.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.4% |
| 7D | -7.5% | +3.3% | -10.8% | -8.6% |
| 30D | -31.5% | +30.5% | -62.1% | -37.9% |
| 3M | -14.0% | +29.9% | -43.9% | -22.0% |
| 6M | +6.9% | +26.5% | -19.7% | -2.9% |
| YTD | +0.3% | +51.9% | -51.6% | -15.8% |
| 1Y | -6.9% | +60.9% | -67.8% | -23.8% |
| 3Y | -13.9% | +215.0% | -228.9% | -48.8% |
| 5Y | -39.9% | +51.5% | -91.4% | -51.5% |
| All | +82.3% | +30.3% | +52.1% | +28.0% |
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