+213.4%
HAS vs IAG
+663.0%
-449.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.8% | -0.8% |
| 7D | +1.4% | -7.7% | +9.1% | +1.9% |
| 30D | +26.3% | +1.6% | +24.7% | +25.9% |
| 3M | +25.6% | -2.4% | +28.0% | +25.4% |
| 6M | +30.3% | -7.8% | +38.1% | +30.1% |
| YTD | +50.4% | +5.0% | +45.3% | +48.6% |
| 1Y | +57.7% | +25.7% | +32.0% | +54.2% |
| 3Y | +213.4% | +694.5% | -481.1% | +154.2% |
| All | +213.4% | +663.0% | -449.6% | +154.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 3y: compounded portfolio wealth divided by compounded IAG 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…
3y analysis · Full analysis span regression · 6 months rolling