+667.6%
HAS vs CAPR
-99.1%
+766.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.7% | -5.2% | -0.6% |
| 7D | -0.2% | +41.1% | -41.2% | -0.3% |
| 30D | +31.0% | +11.1% | +19.9% | +30.9% |
| 3M | +30.7% | +115.3% | -84.7% | +29.9% |
| 6M | +23.9% | -73.8% | +97.7% | +24.3% |
| YTD | +48.3% | -68.8% | +117.1% | +48.5% |
| 1Y | +60.2% | +43.3% | +16.9% | +56.8% |
| 3Y | +189.2% | +214.7% | -25.5% | +180.0% |
| 5Y | +50.4% | +141.3% | -90.9% | +45.4% |
| 10Y | +104.2% | -67.0% | +171.2% | +94.0% |
| All | +667.6% | -99.1% | +766.7% | +600.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling