-11.4%
F vs HAS
+52.6%
-64.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.4% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | +2.0% | +31.3% | -29.3% | -10.2% |
| 3M | -10.4% | +32.1% | -42.5% | -21.4% |
| 6M | +9.7% | +28.1% | -18.4% | -3.1% |
| YTD | -1.2% | +49.1% | -50.3% | -19.5% |
| 1Y | 0.0% | +60.5% | -60.5% | -21.4% |
| 3Y | +41.1% | +183.9% | -142.8% | -23.0% |
| 5Y | -11.4% | +51.2% | -62.6% | -18.7% |
| All | -11.4% | +52.6% | -64.0% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling