+247.1%
HAS vs ALLE
+331.3%
-84.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +19.2% |
| 3M | +32.1% | +11.4% | +20.7% | +24.6% |
| 6M | +28.1% | +42.5% | -14.4% | +5.7% |
| YTD | +49.1% | +18.9% | +30.2% | +34.1% |
| 1Y | +60.5% | +14.2% | +46.4% | +47.4% |
| 3Y | +183.9% | +90.7% | +93.2% | +100.2% |
| 5Y | +51.2% | +52.5% | -1.3% | +16.7% |
| 10Y | +105.3% | +231.2% | -126.0% | +12.9% |
| All | +247.1% | +331.3% | -84.2% | +77.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling