+101.9%
HAS vs CAPR
-64.9%
+166.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.4% | -7.8% | +1.6% |
| 7D | +2.2% | +36.0% | -33.9% | +1.9% |
| 30D | +29.6% | +25.8% | +3.8% | +29.3% |
| 3M | +30.3% | +140.8% | -110.6% | +29.2% |
| 6M | +25.6% | -67.6% | +93.2% | +25.9% |
| YTD | +50.8% | -65.9% | +116.7% | +51.0% |
| 1Y | +63.0% | +66.1% | -3.1% | +58.4% |
| 3Y | +211.6% | +256.9% | -45.3% | +197.7% |
| 5Y | +50.4% | +172.1% | -121.7% | +43.5% |
| 10Y | +101.9% | -64.7% | +166.6% | +89.4% |
| All | +101.9% | -64.9% | +166.8% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling