+47.7%
HAS vs CAPR
+172.3%
-124.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.9% | +6.2% | -0.7% |
| 7D | +1.4% | +5.9% | -4.5% | +1.3% |
| 30D | +26.3% | +44.6% | -18.3% | +25.8% |
| 3M | +25.6% | +126.4% | -100.8% | +24.2% |
| 6M | +30.3% | -68.6% | +98.8% | +30.8% |
| YTD | +50.4% | -67.0% | +117.3% | +50.7% |
| 1Y | +57.7% | +65.2% | -7.4% | +50.5% |
| 3Y | +213.4% | +235.6% | -22.2% | +165.4% |
| All | +47.7% | +172.3% | -124.5% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling