+3,459.3%
FIX vs HAS
+102.4%
+3,356.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -1.7% | -9.9% | -11.0% |
| 7D | -27.2% | 0.0% | -27.2% | -27.3% |
| 30D | -46.9% | +31.3% | -78.2% | -52.3% |
| 3M | -44.4% | +32.1% | -76.5% | -50.3% |
| 6M | -50.9% | +28.1% | -79.0% | -56.0% |
| YTD | +3.5% | +49.1% | -45.6% | -12.7% |
| 1Y | -2.1% | +60.5% | -62.6% | -19.8% |
| 3Y | +418.7% | +183.9% | +234.9% | +230.5% |
| 5Y | +894.6% | +51.2% | +843.3% | +694.2% |
| All | +3,459.3% | +102.4% | +3,356.9% | +2,300.3% |
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 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