+168.7%
HAS vs ALLE
+260.9%
-92.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -1.0% |
| 7D | -1.8% | -0.2% | -1.6% | -1.7% |
| 30D | +2.3% | -6.8% | +9.1% | +5.9% |
| 3M | +10.4% | +21.0% | -10.7% | -0.6% |
| 6M | -3.2% | +1.1% | -4.3% | -4.9% |
| YTD | +15.4% | -0.5% | +15.9% | +13.9% |
| 1Y | +18.8% | -7.3% | +26.1% | +21.4% |
| 3Y | +43.9% | +42.3% | +1.7% | +17.6% |
| 5Y | +13.9% | +13.5% | +0.4% | +1.8% |
| 10Y | +56.4% | +144.0% | -87.6% | -1.3% |
| All | +168.7% | +260.9% | -92.2% | +50.7% |
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