+48.6%
HAS vs DD
+58.5%
-9.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -1.0% |
| 7D | -0.2% | +4.6% | -4.8% | -2.5% |
| 30D | +31.0% | +11.8% | +19.3% | +24.3% |
| 3M | +30.7% | +2.2% | +28.5% | +28.9% |
| 6M | +23.9% | -1.6% | +25.5% | +23.5% |
| YTD | +48.3% | +23.0% | +25.3% | +32.3% |
| 1Y | +60.2% | +26.9% | +33.3% | +40.7% |
| 3Y | +189.2% | +77.9% | +111.3% | +110.9% |
| All | +48.6% | +58.5% | -9.9% | +11.2% |
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