+16.8%
HAS vs BG
+49.9%
-33.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | -4.8% | +0.5% | -5.4% | -4.8% |
| 30D | -5.1% | +10.3% | -15.5% | -5.8% |
| 3M | +6.4% | -1.9% | +8.3% | +6.6% |
| 6M | -5.6% | +5.2% | -10.9% | -6.8% |
| YTD | +11.0% | +41.2% | -30.2% | +3.6% |
| 1Y | +16.8% | +50.5% | -33.7% | +7.7% |
| All | +16.8% | +49.9% | -33.1% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling