+56.8%
HAS vs ACM
+127.0%
-70.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -1.8% | -3.7% | +1.9% | -0.3% |
| 30D | +2.3% | -11.1% | +13.4% | +6.5% |
| 3M | +10.4% | -8.0% | +18.3% | +13.1% |
| 6M | -3.2% | -29.7% | +26.4% | +10.3% |
| YTD | +15.4% | -29.4% | +44.8% | +30.5% |
| 1Y | +18.8% | -46.4% | +65.2% | +50.2% |
| 3Y | +43.9% | -22.3% | +66.3% | +53.0% |
| 5Y | +13.9% | +4.5% | +9.4% | +4.9% |
| All | +56.8% | +127.0% | -70.2% | +2.5% |
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