+3,324.5%
HAS vs DD
+961.9%
+2,362.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -1.8% | -3.5% | +1.7% | -0.7% |
| 30D | +2.3% | -10.3% | +12.6% | +5.9% |
| 3M | +10.4% | -7.5% | +17.9% | +13.0% |
| 6M | -3.2% | -8.0% | +4.8% | -1.3% |
| YTD | +15.4% | +10.5% | +4.9% | +10.9% |
| 1Y | +18.8% | +38.3% | -19.5% | +5.8% |
| 3Y | +43.9% | +42.5% | +1.5% | +25.6% |
| 5Y | +13.9% | +60.2% | -46.3% | -5.5% |
| 10Y | +56.4% | +68.9% | -12.4% | +21.0% |
| All | +3,324.5% | +961.9% | +2,362.6% | +1,081.5% |
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