+51.2%
HAS vs ALLE
+51.8%
-0.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -0.2% |
| 7D | 0.0% | 0.0% | -0.1% | -0.1% |
| 30D | +31.3% | +20.6% | +10.7% | +18.5% |
| 3M | +32.1% | +11.4% | +20.7% | +24.2% |
| 6M | +28.1% | +42.5% | -14.4% | +4.2% |
| YTD | +49.1% | +18.9% | +30.2% | +33.4% |
| 1Y | +60.5% | +14.2% | +46.4% | +47.1% |
| 3Y | +183.9% | +90.7% | +93.2% | +92.2% |
| 5Y | +51.2% | +52.5% | -1.3% | +12.6% |
| All | +51.2% | +51.8% | -0.6% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling