+67.2%
F vs HAS
+99.1%
-31.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.8% | -2.0% |
| 7D | -3.9% | +1.6% | -5.5% | -4.6% |
| 30D | -0.5% | +26.6% | -27.1% | -10.6% |
| 3M | -12.9% | +29.0% | -41.9% | -22.5% |
| 6M | +1.5% | +30.6% | -29.0% | -10.8% |
| YTD | -5.0% | +51.5% | -56.5% | -22.4% |
| 1Y | -7.3% | +58.5% | -65.8% | -25.8% |
| 3Y | +45.3% | +214.1% | -168.9% | -18.7% |
| 5Y | -15.8% | +50.2% | -66.0% | -34.1% |
| All | +67.2% | +99.1% | -31.9% | +9.1% |
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 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