+102.2%
HAS vs INDA
+104.9%
-2.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.4% |
| 7D | +3.3% | +6.2% | -2.9% | 0.0% |
| 30D | +30.5% | +12.4% | +18.2% | +22.7% |
| 3M | +29.9% | +3.2% | +26.7% | +27.7% |
| 6M | +26.5% | +3.8% | +22.8% | +23.8% |
| YTD | +51.9% | -4.3% | +56.3% | +55.2% |
| 1Y | +60.9% | -4.5% | +65.4% | +64.4% |
| 3Y | +215.0% | +17.1% | +197.9% | +188.5% |
| 5Y | +51.5% | +11.0% | +40.5% | +42.1% |
| 10Y | +102.2% | +107.5% | -5.3% | +39.0% |
| All | +102.2% | +104.9% | -2.7% | +39.0% |
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