+101.5%
HAS vs AMBA
-6.6%
+108.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -9.4% | +7.8% | -0.2% |
| 7D | 0.0% | -14.6% | +14.5% | +2.3% |
| 30D | +31.3% | -18.8% | +50.1% | +35.2% |
| 3M | +32.1% | -32.6% | +64.7% | +39.5% |
| 6M | +28.1% | -25.8% | +53.9% | +29.5% |
| YTD | +49.1% | -22.1% | +71.2% | +48.1% |
| 1Y | +60.5% | -36.2% | +96.7% | +63.9% |
| 3Y | +183.9% | +10.0% | +173.9% | +151.9% |
| 5Y | +51.2% | -71.6% | +122.8% | +55.3% |
| All | +101.5% | -6.6% | +108.1% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 10y: compounded portfolio wealth divided by compounded AMBA 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…
10y analysis · Full analysis span regression · 6 months rolling