+915.7%
HAS vs IAG
+377.5%
+538.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.4% |
| 7D | -1.8% | -0.5% | -1.3% | -1.8% |
| 30D | +2.3% | +28.9% | -26.6% | +0.9% |
| 3M | +10.4% | +19.1% | -8.8% | +9.1% |
| 6M | -3.2% | -10.3% | +7.0% | -3.2% |
| YTD | +15.4% | +24.2% | -8.8% | +13.4% |
| 1Y | +18.8% | +116.5% | -97.7% | +13.3% |
| 3Y | +43.9% | +742.8% | -698.9% | +26.5% |
| 5Y | +13.9% | +753.3% | -739.4% | -1.9% |
| 10Y | +56.4% | +403.2% | -346.8% | +32.8% |
| All | +915.7% | +377.5% | +538.2% | +696.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling