+216.7%
HAS vs ALM
+899.4%
-682.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.2% | +8.0% | +0.9% |
| 7D | +3.3% | -6.3% | +9.6% | +3.4% |
| 30D | +30.5% | -31.4% | +62.0% | +31.7% |
| 3M | +29.9% | -40.6% | +70.5% | +31.2% |
| 6M | +26.5% | -58.6% | +85.2% | +28.9% |
| YTD | +51.9% | -7.6% | +59.5% | +50.3% |
| 1Y | +60.9% | +13.8% | +47.1% | +58.1% |
| All | +216.7% | +899.4% | -682.7% | +193.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling