+47.7%
HAS vs DD
+67.2%
-19.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.5% |
| 7D | +1.4% | +5.0% | -3.6% | -0.9% |
| 30D | +26.3% | +19.7% | +6.6% | +16.1% |
| 3M | +25.6% | +7.2% | +18.4% | +21.2% |
| 6M | +30.3% | +1.0% | +29.2% | +28.4% |
| YTD | +50.4% | +29.1% | +21.3% | +31.1% |
| 1Y | +57.7% | +28.5% | +29.2% | +37.7% |
| 3Y | +213.4% | +89.4% | +123.9% | +121.7% |
| All | +47.7% | +67.2% | -19.5% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling