+1,384.4%
HAS vs BG
+931.4%
+453.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.5% | +1.1% |
| 7D | +3.3% | +5.0% | -1.7% | +2.1% |
| 30D | +30.5% | -3.2% | +33.8% | +31.4% |
| 3M | +29.9% | -11.2% | +41.1% | +32.9% |
| 6M | +26.5% | -19.4% | +46.0% | +31.9% |
| YTD | +51.9% | +13.6% | +38.3% | +45.7% |
| 1Y | +60.9% | +7.3% | +53.7% | +56.3% |
| 3Y | +215.0% | +3.8% | +211.2% | +203.7% |
| 5Y | +51.5% | +23.2% | +28.3% | +37.6% |
| 10Y | +102.2% | +97.9% | +4.3% | +56.5% |
| All | +1,384.4% | +931.4% | +453.0% | +755.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling