+211.6%
HAS vs BG
+5.5%
+206.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.4% |
| 7D | +2.2% | +7.4% | -5.2% | +1.0% |
| 30D | +29.6% | -1.5% | +31.1% | +29.8% |
| 3M | +30.3% | -6.1% | +36.3% | +31.1% |
| 6M | +25.6% | -18.0% | +43.6% | +29.2% |
| YTD | +50.8% | +15.6% | +35.2% | +42.7% |
| 1Y | +63.0% | +9.6% | +53.5% | +56.1% |
| 3Y | +211.6% | +6.3% | +205.3% | +197.6% |
| All | +211.6% | +5.5% | +206.1% | +197.6% |
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