+512.8%
F vs HAS
+4,678.1%
-4,165.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.5% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | +2.0% | +31.3% | -29.3% | -7.6% |
| 3M | -10.4% | +32.1% | -42.5% | -19.1% |
| 6M | +9.7% | +28.1% | -18.4% | -0.4% |
| YTD | -1.2% | +49.1% | -50.3% | -15.3% |
| 1Y | 0.0% | +60.5% | -60.5% | -16.5% |
| 3Y | +41.1% | +183.9% | -142.8% | -6.2% |
| 5Y | -11.4% | +51.2% | -62.6% | -27.0% |
| 10Y | +85.0% | +105.3% | -20.3% | +30.4% |
| All | +512.8% | +4,678.1% | -4,165.3% | +65.3% |
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