+189.2%
HAS vs ALC
+2.3%
+187.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.2% |
| 7D | -0.2% | +4.9% | -5.0% | -1.8% |
| 30D | +31.0% | +19.0% | +12.1% | +23.8% |
| 3M | +30.7% | +7.8% | +22.9% | +27.3% |
| 6M | +23.9% | +14.6% | +9.3% | +17.9% |
| YTD | +48.3% | -4.4% | +52.8% | +49.5% |
| 1Y | +60.2% | +1.4% | +58.8% | +57.8% |
| 3Y | +189.2% | +2.5% | +186.7% | +182.1% |
| All | +189.2% | +2.3% | +187.0% | +182.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling