+11.0%
HAS vs DGX
+64.0%
-53.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -4.8% | -2.2% | -2.6% | -4.3% |
| 30D | -5.1% | -0.9% | -4.2% | -4.9% |
| 3M | +6.4% | +15.6% | -9.2% | +2.4% |
| 6M | -5.6% | +17.8% | -23.4% | -9.8% |
| YTD | +11.0% | +37.5% | -26.5% | +1.5% |
| 1Y | +16.8% | +31.2% | -14.4% | +8.1% |
| 3Y | +44.0% | +96.6% | -52.6% | +18.5% |
| 5Y | +11.0% | +64.9% | -53.9% | -7.4% |
| All | +11.0% | +64.0% | -53.0% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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