+615.0%
F vs HAS
+3,598.5%
-2,983.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.2% |
| 6M | +16.8% | -3.2% | +20.1% | +17.3% |
| YTD | +15.3% | +15.4% | -0.1% | +8.6% |
| 1Y | +31.0% | +18.8% | +12.2% | +21.8% |
| 3Y | +45.4% | +43.9% | +1.5% | +23.0% |
| 5Y | +54.7% | +13.9% | +40.8% | +41.1% |
| 10Y | +98.2% | +56.4% | +41.8% | +54.0% |
| All | +615.0% | +3,598.5% | -2,983.5% | +111.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling