+4,408.5%
HAS vs DTE
+3,601.1%
+807.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.3% | +0.6% |
| 7D | +3.3% | +3.5% | -0.3% | +1.9% |
| 30D | +30.5% | +9.5% | +21.0% | +26.2% |
| 3M | +29.9% | +2.5% | +27.3% | +28.6% |
| 6M | +26.5% | +0.6% | +26.0% | +25.9% |
| YTD | +51.9% | +10.5% | +41.5% | +45.8% |
| 1Y | +60.9% | +3.3% | +57.6% | +58.3% |
| 3Y | +215.0% | +56.3% | +158.7% | +163.8% |
| 5Y | +51.5% | +44.9% | +6.6% | +29.3% |
| 10Y | +102.2% | +149.2% | -46.9% | +39.6% |
| All | +4,408.5% | +3,601.1% | +807.4% | +966.3% |
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