+48.6%
HAS vs ACM
-2.7%
+51.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | -0.2% | +5.4% | -5.5% | -2.1% |
| 30D | +31.0% | +15.1% | +15.9% | +24.3% |
| 3M | +30.7% | -10.5% | +41.1% | +35.3% |
| 6M | +23.9% | -19.7% | +43.6% | +33.4% |
| YTD | +48.3% | -28.8% | +77.1% | +66.9% |
| 1Y | +60.2% | -47.9% | +108.1% | +106.7% |
| 3Y | +189.2% | -12.4% | +201.6% | +184.6% |
| All | +48.6% | -2.7% | +51.3% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling