-2.1%
FIX vs HAS
+62.3%
-64.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -1.7% | -9.9% | -11.4% |
| 7D | -27.2% | 0.0% | -27.2% | -27.2% |
| 30D | -46.9% | +31.3% | -78.2% | -49.0% |
| 3M | -44.4% | +32.1% | -76.5% | -46.9% |
| 6M | -50.9% | +28.1% | -79.0% | -53.1% |
| YTD | +3.5% | +49.1% | -45.6% | -9.1% |
| 1Y | -2.1% | +60.5% | -62.6% | -16.9% |
| All | -2.1% | +62.3% | -64.4% | -16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling