+100.5%
HAS vs AME
+442.8%
-342.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.1% | -2.0% |
| 7D | -0.2% | -5.2% | +5.0% | +2.6% |
| 30D | +31.0% | -8.0% | +39.1% | +36.8% |
| 3M | +30.7% | -8.9% | +39.6% | +36.8% |
| 6M | +23.9% | -5.0% | +28.9% | +25.8% |
| YTD | +48.3% | +11.9% | +36.4% | +36.0% |
| 1Y | +60.2% | +16.6% | +43.6% | +43.2% |
| 3Y | +189.2% | +62.5% | +126.7% | +105.0% |
| 5Y | +50.4% | +67.6% | -17.2% | +3.5% |
| All | +100.5% | +442.8% | -342.3% | -22.6% |
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