+167.6%
HAS vs AS
+139.2%
+28.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.1% | -2.1% | +2.1% |
| 7D | +2.4% | +13.8% | -11.3% | -0.1% |
| 30D | +31.6% | +16.7% | +14.9% | +27.7% |
| 3M | +33.9% | -11.5% | +45.4% | +36.6% |
| 6M | +31.4% | -5.5% | +36.9% | +31.9% |
| YTD | +51.6% | -14.2% | +65.8% | +54.5% |
| 1Y | +65.2% | +2.1% | +63.1% | +62.5% |
| All | +167.6% | +139.2% | +28.4% | +141.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 5y: compounded portfolio wealth divided by compounded AS 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…
5y analysis · Full analysis span regression · 6 months rolling