+101.9%
HAS vs ALM
+2,221.4%
-2,119.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.1% | -6.4% | +1.4% |
| 7D | +2.2% | +0.7% | +1.4% | +2.1% |
| 30D | +29.6% | -26.1% | +55.6% | +30.8% |
| 3M | +30.3% | -38.1% | +68.4% | +31.9% |
| 6M | +25.6% | -55.4% | +81.0% | +28.1% |
| YTD | +50.8% | -0.4% | +51.2% | +48.7% |
| 1Y | +63.0% | +25.4% | +37.7% | +59.2% |
| 3Y | +211.6% | +907.8% | -696.2% | +175.5% |
| 5Y | +50.4% | +440.2% | -389.8% | +34.1% |
| 10Y | +101.9% | +2,031.1% | -1,929.3% | +69.9% |
| All | +101.9% | +2,221.4% | -2,119.5% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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