+92.6%
HAS vs INDA
+115.4%
-22.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +1.4% | +1.1% | +0.3% | +0.8% |
| 30D | +26.3% | +9.4% | +16.9% | +20.3% |
| 3M | +25.6% | +2.9% | +22.7% | +23.6% |
| 6M | +30.3% | +7.2% | +23.0% | +25.2% |
| YTD | +50.4% | -4.8% | +55.2% | +54.1% |
| 1Y | +57.7% | -5.1% | +62.8% | +61.7% |
| 3Y | +213.4% | +16.7% | +196.7% | +187.4% |
| 5Y | +49.1% | +8.8% | +40.3% | +41.2% |
| All | +92.6% | +115.4% | -22.9% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 10y: compounded portfolio wealth divided by compounded INDA 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…
10y analysis · Full analysis span regression · 6 months rolling