+101.9%
HAS vs ACM
+147.1%
-45.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.2% | -3.5% | -0.5% |
| 7D | +2.2% | +6.9% | -4.7% | -0.6% |
| 30D | +29.6% | +19.1% | +10.5% | +20.6% |
| 3M | +30.3% | -6.9% | +37.2% | +32.9% |
| 6M | +25.6% | -12.0% | +37.6% | +30.3% |
| YTD | +50.8% | -25.1% | +75.9% | +66.5% |
| 1Y | +63.0% | -45.4% | +108.4% | +105.4% |
| 3Y | +211.6% | -6.9% | +218.5% | +206.2% |
| 5Y | +50.4% | +3.7% | +46.7% | +38.8% |
| 10Y | +101.9% | +135.8% | -33.9% | +24.7% |
| All | +101.9% | +147.1% | -45.2% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling