+8.5%
DT vs HAS
+44.2%
-35.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -3.3% | -1.8% | -1.5% | -3.0% |
| 30D | +2.0% | +2.3% | -0.2% | +1.5% |
| 3M | +20.0% | +10.4% | +9.6% | +17.4% |
| 6M | +39.3% | -3.2% | +42.5% | +39.7% |
| YTD | +19.8% | +15.4% | +4.3% | +14.8% |
| 1Y | +4.3% | +18.8% | -14.5% | -0.9% |
| All | +8.5% | +44.2% | -35.7% | -5.4% |
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