+12.9%
HAS vs DD
+61.3%
-48.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | -1.8% | -3.5% | +1.7% | -0.3% |
| 30D | +2.3% | -10.3% | +12.6% | +7.1% |
| 3M | +10.4% | -7.5% | +17.9% | +13.9% |
| 6M | -3.2% | -8.0% | +4.8% | -0.8% |
| YTD | +15.4% | +10.5% | +4.9% | +8.8% |
| 1Y | +18.8% | +38.3% | -19.5% | +0.6% |
| 3Y | +43.9% | +42.5% | +1.5% | +17.5% |
| All | +12.9% | +61.3% | -48.4% | -12.8% |
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