+211.6%
HAS vs ACM
-7.9%
+219.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.2% | -3.5% | -0.1% |
| 7D | +2.2% | +6.9% | -4.7% | -0.1% |
| 30D | +29.6% | +19.1% | +10.5% | +22.1% |
| 3M | +30.3% | -6.9% | +37.2% | +32.7% |
| 6M | +25.6% | -12.0% | +37.6% | +30.1% |
| YTD | +50.8% | -25.1% | +75.9% | +65.8% |
| 1Y | +63.0% | -45.4% | +108.4% | +106.3% |
| 3Y | +211.6% | -6.9% | +218.5% | +179.2% |
| All | +211.6% | -7.9% | +219.5% | +179.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling