+92.6%
HAS vs DTE
+152.1%
-59.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.9% |
| 7D | +1.4% | +3.4% | -2.1% | -0.2% |
| 30D | +26.3% | +8.9% | +17.4% | +21.4% |
| 3M | +25.6% | +1.1% | +24.5% | +24.9% |
| 6M | +30.3% | +0.1% | +30.2% | +29.7% |
| YTD | +50.4% | +11.1% | +39.3% | +42.2% |
| 1Y | +57.7% | +4.9% | +52.8% | +53.2% |
| 3Y | +213.4% | +58.6% | +154.8% | +147.2% |
| 5Y | +49.1% | +47.3% | +1.8% | +19.8% |
| All | +92.6% | +152.1% | -59.5% | +36.0% |
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