+956.1%
HAS vs A
+546.2%
+409.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -1.0% |
| 7D | -0.2% | -0.1% | -0.1% | -0.1% |
| 30D | +31.0% | +3.4% | +27.7% | +29.9% |
| 3M | +30.7% | +23.8% | +6.8% | +23.5% |
| 6M | +23.9% | +49.0% | -25.1% | +11.1% |
| YTD | +48.3% | +29.4% | +18.9% | +37.4% |
| 1Y | +60.2% | +19.4% | +40.8% | +51.5% |
| 3Y | +189.2% | +66.2% | +123.0% | +150.1% |
| 5Y | +50.4% | +15.8% | +34.6% | +40.6% |
| 10Y | +104.2% | +326.1% | -221.9% | +40.2% |
| All | +956.1% | +546.2% | +409.8% | +453.3% |
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