+102.2%
HAS vs ACWI
+220.7%
-118.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.2% |
| 7D | +3.3% | -0.2% | +3.4% | +3.3% |
| 30D | +30.5% | -3.3% | +33.8% | +34.8% |
| 3M | +29.9% | -3.4% | +33.3% | +34.1% |
| 6M | +26.5% | +0.8% | +25.7% | +24.5% |
| YTD | +51.9% | +10.7% | +41.2% | +35.6% |
| 1Y | +60.9% | +11.6% | +49.3% | +42.4% |
| 3Y | +215.0% | +73.4% | +141.6% | +77.4% |
| 5Y | +51.5% | +60.2% | -8.7% | -7.5% |
| 10Y | +102.2% | +221.6% | -119.3% | -41.0% |
| All | +102.2% | +220.7% | -118.4% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling