+48.6%
HAS vs IT
-43.2%
+91.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +0.3% |
| 7D | -0.2% | -16.9% | +16.8% | +3.3% |
| 30D | +31.0% | +2.3% | +28.7% | +30.1% |
| 3M | +30.7% | +2.9% | +27.8% | +29.1% |
| 6M | +23.9% | +25.9% | -1.9% | +15.8% |
| YTD | +48.3% | -24.6% | +73.0% | +56.8% |
| 1Y | +60.2% | -16.0% | +76.3% | +63.7% |
| 3Y | +189.2% | -51.6% | +240.8% | +244.8% |
| All | +48.6% | -43.2% | +91.7% | +59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling