+415.9%
HAS vs ACM
+230.8%
+185.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -1.8% | -3.7% | +1.9% | -0.6% |
| 30D | +2.3% | -11.1% | +13.4% | +5.7% |
| 3M | +10.4% | -8.0% | +18.3% | +12.6% |
| 6M | -3.2% | -29.7% | +26.4% | +7.4% |
| YTD | +15.4% | -29.4% | +44.8% | +27.4% |
| 1Y | +18.8% | -46.4% | +65.2% | +43.0% |
| 3Y | +43.9% | -22.3% | +66.3% | +52.2% |
| 5Y | +13.9% | +4.5% | +9.4% | +8.2% |
| 10Y | +56.4% | +127.6% | -71.2% | +12.0% |
| All | +415.9% | +230.8% | +185.2% | +219.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling