+3,324.5%
HAS vs DTE
+3,490.8%
-166.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | -1.8% | +0.2% | -2.0% | -1.9% |
| 30D | +2.3% | -2.6% | +4.8% | +3.2% |
| 3M | +10.4% | -3.9% | +14.3% | +11.8% |
| 6M | -3.2% | -7.9% | +4.7% | -0.5% |
| YTD | +15.4% | +7.2% | +8.2% | +12.0% |
| 1Y | +18.8% | +3.1% | +15.7% | +16.9% |
| 3Y | +43.9% | +47.6% | -3.6% | +23.1% |
| 5Y | +13.9% | +32.7% | -18.8% | +0.3% |
| 10Y | +56.4% | +138.8% | -82.3% | +9.6% |
| All | +3,324.5% | +3,490.8% | -166.3% | +719.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling