+87.8%
HAS vs ALC
+26.4%
+61.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -1.7% |
| 7D | +1.6% | -6.2% | +7.8% | +4.5% |
| 30D | +26.6% | +14.0% | +12.6% | +19.2% |
| 3M | +29.0% | -2.4% | +31.4% | +30.0% |
| 6M | +30.6% | +12.6% | +18.0% | +22.7% |
| YTD | +51.5% | -8.4% | +59.9% | +55.4% |
| 1Y | +58.5% | -9.1% | +67.6% | +62.9% |
| 3Y | +214.1% | -0.3% | +214.4% | +198.9% |
| 5Y | +50.2% | -9.9% | +60.2% | +47.4% |
| All | +87.8% | +26.4% | +61.4% | +38.7% |
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