+66.5%
HAS vs ACI
+25.9%
+40.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.1% |
| 6M | -3.2% | -24.7% | +21.5% | -1.3% |
| YTD | +15.4% | -24.4% | +39.8% | +17.5% |
| 1Y | +18.8% | -31.5% | +50.3% | +22.0% |
| 3Y | +43.9% | -38.7% | +82.6% | +48.9% |
| 5Y | +13.9% | -42.8% | +56.7% | +17.3% |
| All | +66.5% | +25.9% | +40.7% | +61.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling