+51.2%
HAS vs COMP
-28.0%
+79.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -8.2% | +6.5% | -0.6% |
| 7D | 0.0% | -1.8% | +1.8% | +0.1% |
| 30D | +31.3% | -0.8% | +32.1% | +31.3% |
| 3M | +32.1% | -28.1% | +60.3% | +37.3% |
| 6M | +28.1% | +27.0% | +1.1% | +22.3% |
| YTD | +49.1% | -12.8% | +61.9% | +48.2% |
| 1Y | +60.5% | +4.9% | +55.6% | +55.5% |
| 3Y | +183.9% | +321.0% | -137.1% | +119.5% |
| 5Y | +51.2% | -25.6% | +76.8% | +32.1% |
| All | +51.2% | -28.0% | +79.2% | +32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling