+51.5%
HAS vs DTE
+45.8%
+5.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.3% | +0.6% |
| 7D | +3.3% | +3.5% | -0.3% | +1.8% |
| 30D | +30.5% | +9.5% | +21.0% | +25.9% |
| 3M | +29.9% | +2.5% | +27.3% | +28.5% |
| 6M | +26.5% | +0.6% | +26.0% | +25.7% |
| YTD | +51.9% | +10.5% | +41.5% | +44.8% |
| 1Y | +60.9% | +3.3% | +57.6% | +57.7% |
| 3Y | +215.0% | +56.3% | +158.7% | +156.9% |
| 5Y | +51.5% | +44.9% | +6.6% | +25.1% |
| All | +51.5% | +45.8% | +5.7% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling