-43.0%
DT vs HAS
+50.4%
-93.4%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -24.7% | -0.2% | -24.5% | -24.6% |
| 30D | -27.4% | +31.0% | -58.4% | -33.5% |
| 3M | -11.1% | +30.7% | -41.8% | -18.7% |
| 6M | +13.7% | +23.9% | -10.2% | +5.2% |
| YTD | +0.2% | +48.3% | -48.1% | -13.9% |
| 1Y | -5.7% | +60.2% | -65.9% | -21.5% |
| 3Y | -8.1% | +189.2% | -197.3% | -42.9% |
| All | -43.0% | +50.4% | -93.4% | -49.2% |
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