+101.9%
HAS vs A
+328.7%
-226.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +0.4% |
| 7D | +2.2% | +4.8% | -2.6% | +0.2% |
| 30D | +29.6% | +5.6% | +23.9% | +26.6% |
| 3M | +30.3% | +23.6% | +6.7% | +18.8% |
| 6M | +25.6% | +56.4% | -30.7% | +2.5% |
| YTD | +50.8% | +33.4% | +17.4% | +31.3% |
| 1Y | +63.0% | +23.7% | +39.3% | +46.6% |
| 3Y | +211.6% | +71.0% | +140.6% | +136.9% |
| 5Y | +50.4% | +16.8% | +33.6% | +32.2% |
| 10Y | +101.9% | +323.8% | -221.9% | +4.9% |
| All | +101.9% | +328.7% | -226.8% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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