+94.1%
HAS vs AR
+57.2%
+36.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.4% | -2.2% |
| 7D | +1.6% | +6.4% | -4.8% | +1.1% |
| 30D | +26.6% | +3.1% | +23.5% | +26.2% |
| 3M | +29.0% | +3.3% | +25.7% | +28.4% |
| 6M | +30.6% | +6.6% | +24.0% | +29.5% |
| YTD | +51.5% | +12.3% | +39.2% | +48.9% |
| 1Y | +58.5% | +12.3% | +46.1% | +55.6% |
| 3Y | +214.1% | +50.4% | +163.7% | +196.9% |
| 5Y | +50.2% | +101.0% | -50.8% | +36.5% |
| All | +94.1% | +57.2% | +36.8% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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