+215.8%
HAS vs AME
+63.5%
+152.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.3% |
| 7D | +1.6% | +8.1% | -6.5% | -1.7% |
| 30D | +26.6% | -3.8% | +30.4% | +28.2% |
| 3M | +29.0% | -6.6% | +35.6% | +32.3% |
| 6M | +30.6% | +4.6% | +26.0% | +26.4% |
| YTD | +51.5% | +17.9% | +33.6% | +38.1% |
| 1Y | +58.5% | +23.2% | +35.2% | +41.4% |
| All | +215.8% | +63.5% | +152.3% | +135.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling