+4,396.0%
HAS vs DD
+1,148.4%
+3,247.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.5% | -1.9% |
| 7D | +1.6% | +6.7% | -5.1% | -0.6% |
| 30D | +26.6% | +19.4% | +7.2% | +19.3% |
| 3M | +29.0% | +7.6% | +21.4% | +25.6% |
| 6M | +30.6% | +2.9% | +27.7% | +28.5% |
| YTD | +51.5% | +29.9% | +21.6% | +37.8% |
| 1Y | +58.5% | +28.6% | +29.8% | +44.5% |
| 3Y | +214.1% | +90.0% | +124.1% | +149.8% |
| 5Y | +50.2% | +68.1% | -17.9% | +22.7% |
| 10Y | +100.0% | +98.7% | +1.3% | +46.4% |
| All | +4,396.0% | +1,148.4% | +3,247.6% | +1,367.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling