+566.5%
HAS vs ACM
+233.2%
+333.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.0% |
| 7D | 0.0% | +5.1% | -5.1% | -1.7% |
| 30D | +31.3% | +11.5% | +19.8% | +26.7% |
| 3M | +32.1% | -10.5% | +42.6% | +36.0% |
| 6M | +28.1% | -20.4% | +48.5% | +36.4% |
| YTD | +49.1% | -28.9% | +77.9% | +64.0% |
| 1Y | +60.5% | -48.7% | +109.2% | +96.0% |
| 3Y | +183.9% | -12.5% | +196.4% | +188.6% |
| 5Y | +51.2% | +0.5% | +50.7% | +45.6% |
| 10Y | +105.3% | +161.2% | -55.9% | +41.4% |
| All | +566.5% | +233.2% | +333.3% | +311.8% |
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 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