+100.6%
HAS vs AME
+434.2%
-333.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +3.3% | -4.1% | +7.4% | +5.5% |
| 30D | +30.5% | -4.1% | +34.7% | +33.0% |
| 3M | +29.9% | -5.6% | +35.5% | +33.2% |
| 6M | +26.5% | +2.8% | +23.7% | +22.5% |
| YTD | +51.9% | +16.6% | +35.3% | +35.9% |
| 1Y | +60.9% | +21.1% | +39.8% | +40.6% |
| 3Y | +215.0% | +61.1% | +153.9% | +125.0% |
| 5Y | +51.5% | +76.6% | -25.1% | +0.9% |
| All | +100.6% | +434.2% | -333.6% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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