+47.7%
HAS vs DGX
+90.8%
-43.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.8% |
| 7D | +1.4% | +1.6% | -0.2% | +1.0% |
| 30D | +26.3% | +11.2% | +15.1% | +23.0% |
| 3M | +25.6% | +10.4% | +15.2% | +22.4% |
| 6M | +30.3% | +37.1% | -6.8% | +19.8% |
| YTD | +50.4% | +52.1% | -1.8% | +34.0% |
| 1Y | +57.7% | +40.7% | +17.0% | +43.6% |
| 3Y | +213.4% | +107.6% | +105.8% | +153.9% |
| All | +47.7% | +90.8% | -43.1% | +14.2% |
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