-3.2%
HAS vs AR
+6.9%
-10.1%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.6% |
| 7D | -1.8% | +2.5% | -4.3% | -1.5% |
| 30D | +2.3% | +14.8% | -12.5% | +4.5% |
| 3M | +10.4% | +6.2% | +4.1% | +11.0% |
| 6M | -3.2% | +4.3% | -7.5% | -3.3% |
| All | -3.2% | +6.9% | -10.1% | -3.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling