+46.0%
F vs HAS
+44.2%
+1.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | +5.3% | -1.8% | +7.1% | +6.0% |
| 30D | +4.6% | +2.3% | +2.3% | +3.7% |
| 3M | -3.7% | +10.4% | -14.0% | -7.1% |
| 6M | +16.8% | -3.2% | +20.1% | +17.3% |
| YTD | +15.3% | +15.4% | -0.1% | +8.4% |
| 1Y | +31.0% | +18.8% | +12.2% | +21.7% |
| All | +46.0% | +44.2% | +1.8% | +11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling