+252.7%
HAS vs ALLE
+338.1%
-85.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | +1.6% | +1.6% | +0.1% | +0.8% |
| 30D | +26.6% | +24.1% | +2.5% | +13.4% |
| 3M | +29.0% | +14.8% | +14.2% | +19.9% |
| 6M | +30.6% | +45.9% | -15.3% | +6.4% |
| YTD | +51.5% | +20.7% | +30.8% | +35.2% |
| 1Y | +58.5% | +14.2% | +44.3% | +45.6% |
| 3Y | +214.1% | +90.7% | +123.4% | +121.5% |
| 5Y | +50.2% | +50.6% | -0.3% | +16.6% |
| 10Y | +100.0% | +208.9% | -108.8% | +12.6% |
| All | +252.7% | +338.1% | -85.4% | +78.9% |
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