+102.2%
HAS vs AR
+52.4%
+49.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.3% | -1.8% | +2.1% |
| 7D | +3.3% | -5.8% | +9.0% | +3.8% |
| 30D | +30.5% | +4.8% | +25.7% | +29.9% |
| 3M | +29.9% | +1.5% | +28.4% | +29.5% |
| 6M | +26.5% | +4.7% | +21.8% | +25.7% |
| YTD | +51.9% | +9.2% | +42.7% | +49.7% |
| 1Y | +60.9% | +11.2% | +49.7% | +58.1% |
| 3Y | +215.0% | +46.2% | +168.7% | +198.4% |
| 5Y | +51.5% | +98.1% | -46.6% | +37.8% |
| 10Y | +102.2% | +54.5% | +47.7% | +64.0% |
| All | +102.2% | +52.4% | +49.8% | +64.0% |
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