+63.2%
HAS vs DD
+30.9%
+32.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.1% |
| 7D | +2.0% | +3.2% | -1.2% | +0.9% |
| 30D | +30.9% | +20.3% | +10.6% | +22.3% |
| 3M | +28.8% | +8.2% | +20.6% | +24.8% |
| 6M | +32.3% | +3.4% | +28.9% | +30.4% |
| YTD | +54.7% | +30.6% | +24.1% | +33.5% |
| 1Y | +63.2% | +30.6% | +32.6% | +41.1% |
| All | +63.2% | +30.9% | +32.3% | +41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling