+92.6%
HAS vs ACM
+132.6%
-40.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -1.0% |
| 7D | +1.4% | +5.6% | -4.3% | -1.0% |
| 30D | +26.3% | +20.8% | +5.5% | +16.7% |
| 3M | +25.6% | +11.4% | +14.2% | +19.4% |
| 6M | +30.3% | +0.9% | +29.3% | +27.9% |
| YTD | +50.4% | -24.8% | +75.2% | +65.9% |
| 1Y | +57.7% | -46.4% | +104.2% | +101.1% |
| 3Y | +213.4% | -9.2% | +222.6% | +211.2% |
| 5Y | +49.1% | +5.0% | +44.1% | +36.5% |
| All | +92.6% | +132.6% | -40.0% | +20.9% |
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