+314.6%
HAS vs ALM
+3,431.9%
-3,117.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -9.6% | +7.9% | -1.7% |
| 7D | 0.0% | -14.5% | +14.5% | 0.0% |
| 30D | +31.3% | -39.0% | +70.4% | +31.5% |
| 3M | +32.1% | -40.3% | +72.4% | +32.3% |
| 6M | +28.1% | -60.3% | +88.4% | +28.4% |
| YTD | +49.1% | -9.8% | +58.9% | +49.0% |
| 1Y | +60.5% | +30.8% | +29.8% | +60.3% |
| 3Y | +183.9% | +772.4% | -588.6% | +182.0% |
| 5Y | +51.2% | +390.7% | -339.5% | +50.2% |
| 10Y | +105.3% | +2,028.5% | -1,923.3% | +103.6% |
| All | +314.6% | +3,431.9% | -3,117.3% | +311.3% |
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