+3,324.5%
HAS vs AME
+18,709.1%
-15,384.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -1.0% |
| 7D | -1.8% | +0.6% | -2.4% | -2.0% |
| 30D | +2.3% | -6.7% | +9.0% | +4.8% |
| 3M | +10.4% | +4.1% | +6.3% | +8.6% |
| 6M | -3.2% | +1.6% | -4.8% | -4.2% |
| YTD | +15.4% | +16.1% | -0.7% | +8.9% |
| 1Y | +18.8% | +27.3% | -8.5% | +8.3% |
| 3Y | +43.9% | +50.9% | -6.9% | +22.6% |
| 5Y | +13.9% | +81.4% | -67.5% | -9.2% |
| 10Y | +56.4% | +417.0% | -360.5% | -11.6% |
| All | +3,324.5% | +18,709.1% | -15,384.6% | +645.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling