+1,352.2%
HAS vs IT
+6,228.4%
-4,876.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.0% |
| YTD | +48.3% | -24.6% | +73.0% | +51.8% |
| 1Y | +60.2% | -16.0% | +76.3% | +60.3% |
| 3Y | +189.2% | -51.6% | +240.8% | +218.2% |
| 5Y | +50.4% | -42.6% | +93.1% | +58.4% |
| 10Y | +104.2% | +103.6% | +0.6% | +65.9% |
| All | +1,352.2% | +6,228.4% | -4,876.2% | +621.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling