+312.4%
HAS vs ALM
+3,507.4%
-3,195.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.7% | -0.5% |
| 7D | -0.2% | -6.7% | +6.5% | -0.1% |
| 30D | +31.0% | -32.9% | +63.9% | +31.2% |
| 3M | +30.7% | -39.5% | +70.2% | +30.8% |
| 6M | +23.9% | -62.0% | +85.9% | +24.1% |
| YTD | +48.3% | -7.8% | +56.1% | +48.2% |
| 1Y | +60.2% | +26.7% | +33.5% | +60.0% |
| 3Y | +189.2% | +825.4% | -636.1% | +187.2% |
| 5Y | +50.4% | +401.2% | -350.8% | +49.4% |
| 10Y | +104.2% | +2,074.0% | -1,969.8% | +102.5% |
| All | +312.4% | +3,507.4% | -3,195.1% | +309.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling