+86.3%
HAS vs ALC
+30.4%
+56.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.2% | -4.0% | -2.2% |
| 7D | +1.4% | -1.1% | +2.5% | +1.8% |
| 30D | +26.3% | +16.0% | +10.2% | +18.0% |
| 3M | +25.6% | +0.8% | +24.8% | +24.7% |
| 6M | +30.3% | +16.8% | +13.4% | +20.4% |
| YTD | +50.4% | -5.5% | +55.8% | +52.0% |
| 1Y | +57.7% | -5.3% | +63.0% | +59.0% |
| 3Y | +213.4% | +4.1% | +209.3% | +192.1% |
| 5Y | +49.1% | -7.1% | +56.1% | +44.2% |
| All | +86.3% | +30.4% | +56.0% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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