+51.5%
HAS vs ALC
-9.1%
+60.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.2% | +1.3% |
| 7D | +3.3% | +2.3% | +0.9% | +2.3% |
| 30D | +30.5% | +15.5% | +15.0% | +23.3% |
| 3M | +29.9% | +0.6% | +29.3% | +29.3% |
| 6M | +26.5% | +18.4% | +8.2% | +17.7% |
| YTD | +51.9% | -5.6% | +57.5% | +53.7% |
| 1Y | +60.9% | 0.0% | +60.9% | +58.6% |
| 3Y | +215.0% | +2.8% | +212.2% | +197.9% |
| 5Y | +51.5% | -8.8% | +60.3% | +45.2% |
| All | +51.5% | -9.1% | +60.6% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling