+721.8%
HAS vs A
+457.0%
+264.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | -1.8% | -1.9% | +0.1% | -1.3% |
| 30D | +2.3% | +6.9% | -4.6% | +0.5% |
| 3M | +10.4% | +9.2% | +1.1% | +7.7% |
| 6M | -3.2% | +25.7% | -28.9% | -9.5% |
| YTD | +15.4% | +11.5% | +3.9% | +11.2% |
| 1Y | +18.8% | +18.4% | +0.4% | +12.5% |
| 3Y | +43.9% | +26.6% | +17.3% | +33.2% |
| 5Y | +13.9% | -12.8% | +26.7% | +14.2% |
| 10Y | +56.4% | +247.2% | -190.8% | +13.0% |
| All | +721.8% | +457.0% | +264.8% | +347.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling