+44.2%
HAS vs IT
-46.5%
+90.8%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | 0.0% |
| 7D | -1.8% | -6.0% | +4.2% | -1.2% |
| 30D | +2.3% | 0.0% | +2.3% | +2.2% |
| 3M | +10.4% | +13.1% | -2.7% | +8.4% |
| 6M | -3.2% | +11.7% | -14.9% | -5.1% |
| YTD | +15.4% | -26.1% | +41.5% | +21.5% |
| 1Y | +18.8% | -21.3% | +40.1% | +22.6% |
| All | +44.2% | -46.5% | +90.8% | +66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling