+100.5%
HAS vs ALLE
+222.4%
-122.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | 0.0% |
| 7D | -0.2% | -0.6% | +0.4% | +0.1% |
| 30D | +31.0% | +25.3% | +5.7% | +16.0% |
| 3M | +30.7% | +10.3% | +20.4% | +23.5% |
| 6M | +23.9% | +38.0% | -14.1% | +2.8% |
| YTD | +48.3% | +17.8% | +30.5% | +33.2% |
| 1Y | +60.2% | +13.6% | +46.6% | +46.8% |
| 3Y | +189.2% | +89.2% | +100.0% | +99.7% |
| 5Y | +50.4% | +51.1% | -0.6% | +14.5% |
| All | +100.5% | +222.4% | -122.0% | +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