+57.7%
HAS vs ALM
+19.0%
+38.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.7% | -8.5% | -0.9% |
| 7D | +1.4% | +1.2% | +0.1% | +1.3% |
| 30D | +26.3% | -19.3% | +45.6% | +26.7% |
| 3M | +25.6% | -40.6% | +66.2% | +26.4% |
| 6M | +30.3% | -57.9% | +88.2% | +32.5% |
| YTD | +50.4% | -6.7% | +57.1% | +47.6% |
| 1Y | +57.7% | +20.2% | +37.5% | +54.8% |
| All | +57.7% | +19.0% | +38.8% | +54.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling