+56.0%
HAS vs DTE
+136.5%
-80.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.1% |
| 7D | -4.8% | 0.0% | -4.9% | -4.9% |
| 30D | -5.1% | -0.5% | -4.6% | -4.9% |
| 3M | +6.4% | -6.0% | +12.4% | +9.2% |
| 6M | -5.6% | -7.2% | +1.6% | -2.7% |
| YTD | +11.0% | +7.2% | +3.8% | +6.8% |
| 1Y | +16.8% | +4.1% | +12.7% | +13.8% |
| 3Y | +44.0% | +46.9% | -2.8% | +17.9% |
| 5Y | +11.0% | +32.9% | -21.9% | -6.2% |
| 10Y | +56.0% | +144.5% | -88.5% | +5.9% |
| All | +56.0% | +136.5% | -80.5% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling