+189.2%
HAS vs ACM
-12.3%
+201.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | -0.2% | +5.4% | -5.5% | -1.9% |
| 30D | +31.0% | +15.1% | +15.9% | +25.0% |
| 3M | +30.7% | -10.5% | +41.1% | +34.8% |
| 6M | +23.9% | -19.7% | +43.6% | +32.8% |
| YTD | +48.3% | -28.8% | +77.1% | +65.9% |
| 1Y | +60.2% | -47.9% | +108.1% | +105.9% |
| 3Y | +189.2% | -12.4% | +201.6% | +161.8% |
| All | +189.2% | -12.3% | +201.5% | +161.8% |
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