+56.0%
HAS vs AMP
+570.9%
-514.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.1% |
| 7D | -4.8% | 0.0% | -4.9% | -4.9% |
| 30D | -5.1% | -1.0% | -4.1% | -4.7% |
| 3M | +6.4% | +23.2% | -16.9% | -3.5% |
| 6M | -5.6% | +20.4% | -26.0% | -13.8% |
| YTD | +11.0% | +13.6% | -2.7% | +3.4% |
| 1Y | +16.8% | +13.4% | +3.4% | +8.8% |
| 3Y | +44.0% | +66.5% | -22.5% | +10.2% |
| 5Y | +11.0% | +120.2% | -109.2% | -27.0% |
| 10Y | +56.0% | +576.5% | -520.5% | -35.2% |
| All | +56.0% | +570.9% | -514.9% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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