+2,502.2%
EXC vs HAS
+4,678.1%
-2,175.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.9% |
| 7D | +1.4% | 0.0% | +1.4% | +1.3% |
| 30D | +11.6% | +31.3% | -19.7% | +6.8% |
| 3M | +2.7% | +32.1% | -29.5% | -1.9% |
| 6M | +2.7% | +28.1% | -25.5% | -1.7% |
| YTD | +9.7% | +49.1% | -39.4% | +2.0% |
| 1Y | +4.5% | +60.5% | -56.0% | -4.0% |
| 3Y | +28.5% | +183.9% | -155.4% | +5.4% |
| 5Y | +43.9% | +51.2% | -7.3% | +29.2% |
| 10Y | +183.7% | +105.3% | +78.5% | +133.4% |
| All | +2,502.2% | +4,678.1% | -2,175.9% | +1,151.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling