+671.6%
HAS vs CAPR
-99.1%
+770.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.9% | -1.7% |
| 7D | 0.0% | +29.7% | -29.7% | -0.2% |
| 30D | +31.3% | +11.0% | +20.4% | +31.2% |
| 3M | +32.1% | +118.8% | -86.7% | +31.3% |
| 6M | +28.1% | -73.9% | +102.0% | +28.5% |
| YTD | +49.1% | -70.2% | +119.3% | +49.4% |
| 1Y | +60.5% | +38.3% | +22.3% | +57.2% |
| 3Y | +183.9% | +199.7% | -15.8% | +174.9% |
| 5Y | +51.2% | +130.6% | -79.3% | +46.2% |
| 10Y | +105.3% | -68.5% | +173.8% | +95.1% |
| All | +671.6% | -99.1% | +770.8% | +604.8% |
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 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