+293.4%
HAS vs AR
-32.8%
+326.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -1.4% |
| 7D | 0.0% | -11.7% | +11.7% | +1.0% |
| 30D | +31.3% | +1.8% | +29.5% | +31.0% |
| 3M | +32.1% | +6.0% | +26.1% | +31.2% |
| 6M | +28.1% | -7.0% | +35.2% | +28.5% |
| YTD | +49.1% | +5.6% | +43.5% | +47.4% |
| 1Y | +60.5% | +10.8% | +49.7% | +57.8% |
| 3Y | +183.9% | +19.3% | +164.6% | +173.9% |
| 5Y | +51.2% | +73.3% | -22.1% | +39.0% |
| 10Y | +105.3% | +47.6% | +57.7% | +74.4% |
| All | +293.4% | -32.8% | +326.2% | +253.1% |
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