+1,031.1%
HAS vs DGX
+8,796.3%
-7,765.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.2% |
| 7D | -3.1% | -0.3% | -2.8% | -3.0% |
| 30D | -2.7% | -1.2% | -1.5% | -2.4% |
| 3M | +8.9% | +19.9% | -11.0% | +3.8% |
| 6M | -2.9% | +19.2% | -22.1% | -7.6% |
| YTD | +12.6% | +37.5% | -24.8% | +3.3% |
| 1Y | +17.5% | +31.3% | -13.8% | +8.8% |
| 3Y | +46.2% | +96.6% | -50.4% | +21.2% |
| 5Y | +12.6% | +64.3% | -51.7% | -3.2% |
| 10Y | +55.7% | +241.1% | -185.4% | +10.5% |
| All | +1,031.1% | +8,796.3% | -7,765.2% | +301.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling