+55.7%
HAS vs IT
+89.8%
-34.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -7.4% | +5.0% | -0.4% |
| 7D | -3.1% | -9.1% | +6.0% | -0.7% |
| 30D | -2.7% | -7.0% | +4.3% | -1.1% |
| 3M | +8.9% | +7.6% | +1.3% | +4.7% |
| 6M | -2.9% | +2.1% | -5.0% | -6.3% |
| YTD | +12.6% | -31.6% | +44.2% | +22.2% |
| 1Y | +17.5% | -29.9% | +47.4% | +25.4% |
| 3Y | +46.2% | -51.3% | +97.5% | +71.7% |
| 5Y | +12.6% | -44.8% | +57.4% | +23.0% |
| 10Y | +55.7% | +91.4% | -35.7% | +13.0% |
| All | +55.7% | +89.8% | -34.2% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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