+204.5%
HAS vs AR
-27.2%
+231.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -1.8% | +2.5% | -4.3% | -2.0% |
| 30D | +2.3% | +14.8% | -12.5% | +1.0% |
| 3M | +10.4% | +6.2% | +4.1% | +9.6% |
| 6M | -3.2% | +4.3% | -7.5% | -3.9% |
| YTD | +15.4% | +14.4% | +1.0% | +13.4% |
| 1Y | +18.8% | +21.3% | -2.5% | +15.9% |
| 3Y | +43.9% | +39.8% | +4.1% | +37.0% |
| 5Y | +13.9% | +142.1% | -128.2% | +1.7% |
| 10Y | +56.4% | +52.0% | +4.4% | +32.6% |
| All | +204.5% | -27.2% | +231.7% | +171.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling