+101.9%
HAS vs ALLE
+233.6%
-131.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +0.2% |
| 7D | +2.2% | -0.6% | +2.8% | +2.5% |
| 30D | +29.6% | +26.6% | +3.0% | +14.1% |
| 3M | +30.3% | +13.2% | +17.1% | +21.5% |
| 6M | +25.6% | +42.9% | -17.3% | +2.3% |
| YTD | +50.8% | +21.0% | +29.8% | +33.5% |
| 1Y | +63.0% | +15.2% | +47.9% | +48.4% |
| 3Y | +211.6% | +95.6% | +116.0% | +111.4% |
| 5Y | +50.4% | +53.4% | -3.0% | +13.6% |
| 10Y | +101.9% | +221.5% | -119.6% | +7.6% |
| All | +101.9% | +233.6% | -131.7% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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