+47.7%
HAS vs A
+11.8%
+35.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -1.0% |
| 7D | +1.4% | -0.5% | +1.8% | +1.5% |
| 30D | +26.3% | 0.0% | +26.3% | +26.2% |
| 3M | +25.6% | +16.7% | +8.9% | +17.7% |
| 6M | +30.3% | +54.8% | -24.6% | +7.8% |
| YTD | +50.4% | +28.8% | +21.6% | +34.2% |
| 1Y | +57.7% | +19.3% | +38.4% | +45.6% |
| 3Y | +213.4% | +65.5% | +147.8% | +143.1% |
| All | +47.7% | +11.8% | +35.9% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling