+72.2%
F vs HAS
+102.6%
-30.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.7% | -2.2% |
| 7D | -0.2% | +3.3% | -3.5% | -1.6% |
| 30D | +0.9% | +30.5% | -29.6% | -10.6% |
| 3M | -11.3% | +29.9% | -41.2% | -21.3% |
| 6M | +2.0% | +26.5% | -24.5% | -9.1% |
| YTD | -3.2% | +51.9% | -55.1% | -20.9% |
| 1Y | -3.5% | +60.9% | -64.4% | -23.2% |
| 3Y | +48.1% | +215.0% | -166.9% | -17.2% |
| 5Y | -13.5% | +51.5% | -65.0% | -32.6% |
| 10Y | +72.2% | +102.2% | -30.1% | +11.3% |
| All | +72.2% | +102.6% | -30.4% | +11.3% |
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