+12.9%
HAS vs ACI
-42.9%
+55.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -1.8% | +0.2% | -2.0% | -1.8% |
| 30D | +2.3% | +5.9% | -3.6% | +1.7% |
| 3M | +10.4% | -19.8% | +30.1% | +12.3% |
| 6M | -3.2% | -24.7% | +21.5% | -1.0% |
| YTD | +15.4% | -24.4% | +39.8% | +17.7% |
| 1Y | +18.8% | -31.5% | +50.3% | +22.4% |
| 3Y | +43.9% | -38.7% | +82.6% | +49.7% |
| All | +12.9% | -42.9% | +55.9% | +16.6% |
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