+79.8%
F vs HAS
+101.4%
-21.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +1.6% | -0.2% | +1.7% | +1.6% |
| 30D | +2.6% | +31.0% | -28.4% | -9.2% |
| 3M | -8.8% | +30.7% | -39.5% | -19.3% |
| 6M | +4.6% | +23.9% | -19.3% | -5.9% |
| YTD | -1.9% | +48.3% | -50.2% | -19.0% |
| 1Y | -0.8% | +60.2% | -61.0% | -21.0% |
| 3Y | +43.5% | +189.2% | -145.7% | -16.5% |
| 5Y | -12.1% | +50.4% | -62.5% | -31.2% |
| All | +79.8% | +101.4% | -21.5% | +17.8% |
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