+48.9%
HAS vs BG
+16.9%
+32.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.3% |
| 7D | -1.8% | +2.8% | -4.6% | -2.3% |
| 30D | +2.3% | +12.0% | -9.8% | +0.2% |
| 3M | +10.4% | -7.7% | +18.1% | +11.7% |
| 6M | -3.2% | +4.5% | -7.7% | -4.9% |
| YTD | +15.4% | +35.7% | -20.3% | +6.9% |
| 1Y | +18.8% | +50.1% | -31.3% | +7.3% |
| All | +48.9% | +16.9% | +32.1% | +39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling