+102.2%
HAS vs ACM
+133.7%
-31.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | +3.3% | +6.6% | -3.3% | +0.5% |
| 30D | +30.5% | +19.8% | +10.8% | +21.2% |
| 3M | +29.9% | -3.1% | +33.0% | +30.4% |
| 6M | +26.5% | -11.5% | +38.1% | +31.0% |
| YTD | +51.9% | -24.7% | +76.6% | +67.3% |
| 1Y | +60.9% | -45.1% | +106.0% | +102.2% |
| 3Y | +215.0% | -8.9% | +223.9% | +212.6% |
| 5Y | +51.5% | +5.4% | +46.1% | +38.8% |
| 10Y | +102.2% | +131.1% | -28.8% | +25.2% |
| All | +102.2% | +133.7% | -31.4% | +25.2% |
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