+92.6%
HAS vs AME
+444.5%
-351.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | +1.4% | +5.9% | -4.5% | -2.0% |
| 30D | +26.3% | -1.9% | +28.2% | +26.9% |
| 3M | +25.6% | -5.4% | +31.0% | +28.6% |
| 6M | +30.3% | +4.9% | +25.3% | +24.6% |
| YTD | +50.4% | +18.5% | +31.9% | +33.3% |
| 1Y | +57.7% | +25.5% | +32.3% | +34.9% |
| 3Y | +213.4% | +63.0% | +150.4% | +122.4% |
| 5Y | +49.1% | +78.3% | -29.2% | -1.2% |
| All | +92.6% | +444.5% | -351.9% | -28.7% |
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