+54.4%
HAS vs COMP
-52.0%
+106.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.7% | -11.3% | -1.9% |
| 7D | -0.2% | +13.4% | -13.6% | -1.8% |
| 30D | +31.0% | +11.1% | +19.9% | +29.1% |
| 3M | +30.7% | -18.8% | +49.5% | +33.5% |
| 6M | +23.9% | +10.5% | +13.4% | +21.0% |
| YTD | +48.3% | -3.4% | +51.7% | +45.5% |
| 1Y | +60.2% | +19.7% | +40.5% | +52.8% |
| 3Y | +189.2% | +381.6% | -192.4% | +122.9% |
| 5Y | +50.4% | -17.6% | +68.0% | +24.9% |
| All | +54.4% | -52.0% | +106.4% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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