+100.5%
HAS vs ACWI
+219.0%
-118.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.2% | -2.4% | +2.2% | +2.2% |
| 30D | +31.0% | -5.2% | +36.2% | +38.1% |
| 3M | +30.7% | -4.8% | +35.5% | +37.0% |
| 6M | +23.9% | -1.3% | +25.2% | +24.6% |
| YTD | +48.3% | +8.4% | +39.9% | +35.3% |
| 1Y | +60.2% | +11.0% | +49.2% | +42.5% |
| 3Y | +189.2% | +70.6% | +118.7% | +65.6% |
| 5Y | +50.4% | +55.3% | -4.9% | -5.2% |
| All | +100.5% | +219.0% | -118.6% | -40.1% |
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