+220.9%
HAS vs ALM
+7,705.7%
-7,484.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.5% |
| 7D | -1.8% | -2.6% | +0.8% | -1.8% |
| 30D | +2.3% | +32.0% | -29.7% | +2.2% |
| 3M | +10.4% | -15.0% | +25.4% | +10.4% |
| 6M | -3.2% | -10.1% | +6.9% | -3.3% |
| YTD | +15.4% | +99.4% | -84.0% | +15.1% |
| 1Y | +18.8% | +316.4% | -297.6% | +18.3% |
| 3Y | +43.9% | +2,022.0% | -1,978.0% | +42.7% |
| 5Y | +13.9% | +941.2% | -927.3% | +13.0% |
| 10Y | +56.4% | +2,950.3% | -2,893.9% | +54.9% |
| All | +220.9% | +7,705.7% | -7,484.9% | +217.8% |
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 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