+100.5%
HAS vs CAPR
-68.5%
+169.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.7% | -5.2% | -0.6% |
| 7D | -0.2% | +41.1% | -41.2% | -0.4% |
| 30D | +31.0% | +11.1% | +19.9% | +30.9% |
| 3M | +30.7% | +115.3% | -84.7% | +29.7% |
| 6M | +23.9% | -73.8% | +97.7% | +24.4% |
| YTD | +48.3% | -68.8% | +117.1% | +48.6% |
| 1Y | +60.2% | +43.3% | +16.9% | +55.9% |
| 3Y | +189.2% | +214.7% | -25.5% | +176.6% |
| 5Y | +50.4% | +141.3% | -90.9% | +43.6% |
| All | +100.5% | -68.5% | +169.0% | +86.8% |
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