+50.6%
HAS vs ACI
-41.0%
+91.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.4% | +0.5% |
| 7D | +3.3% | -0.6% | +3.9% | +3.3% |
| 30D | +30.5% | +9.5% | +21.0% | +29.2% |
| 3M | +29.9% | +10.1% | +19.8% | +28.4% |
| 6M | +26.5% | -15.4% | +41.9% | +28.1% |
| YTD | +51.9% | -19.5% | +71.5% | +54.1% |
| 1Y | +60.9% | -21.0% | +81.9% | +63.6% |
| 3Y | +215.0% | -31.2% | +246.2% | +224.5% |
| All | +50.6% | -41.0% | +91.6% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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