+101.9%
HAS vs DD
+105.4%
-3.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.9% | -4.2% | -0.8% |
| 7D | +2.2% | +9.8% | -7.6% | -2.1% |
| 30D | +29.6% | +19.3% | +10.2% | +20.1% |
| 3M | +30.3% | +9.4% | +20.9% | +25.0% |
| 6M | +25.6% | +4.8% | +20.8% | +22.0% |
| YTD | +50.8% | +30.2% | +20.6% | +33.0% |
| 1Y | +63.0% | +32.2% | +30.8% | +42.7% |
| 3Y | +211.6% | +93.1% | +118.5% | +128.3% |
| 5Y | +50.4% | +68.0% | -17.6% | +14.3% |
| 10Y | +101.9% | +98.5% | +3.4% | +28.4% |
| All | +101.9% | +105.4% | -3.5% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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