+467.8%
HAS vs BR
+1,321.0%
-853.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | +0.8% |
| 7D | -1.8% | -5.3% | +3.5% | +0.3% |
| 30D | +2.3% | +6.4% | -4.2% | -0.4% |
| 3M | +10.4% | +13.6% | -3.3% | +4.2% |
| 6M | -3.2% | -6.7% | +3.5% | -1.7% |
| YTD | +15.4% | -21.1% | +36.5% | +24.8% |
| 1Y | +18.8% | -29.6% | +48.4% | +34.5% |
| 3Y | +43.9% | -2.4% | +46.3% | +41.4% |
| 5Y | +13.9% | +11.2% | +2.6% | +4.9% |
| 10Y | +56.4% | +191.8% | -135.4% | -1.9% |
| All | +467.8% | +1,321.0% | -853.2% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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