+94.1%
HAS vs ACM
+131.3%
-37.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -2.0% |
| 7D | +1.6% | +5.1% | -3.5% | -0.5% |
| 30D | +26.6% | +18.7% | +8.0% | +17.9% |
| 3M | +29.0% | +15.5% | +13.5% | +20.8% |
| 6M | +30.6% | +1.2% | +29.4% | +28.1% |
| YTD | +51.5% | -25.2% | +76.8% | +67.6% |
| 1Y | +58.5% | -46.3% | +104.8% | +101.8% |
| 3Y | +214.1% | -9.6% | +223.7% | +212.4% |
| 5Y | +50.2% | +4.4% | +45.8% | +37.9% |
| All | +94.1% | +131.3% | -37.3% | +22.1% |
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