+1,376.7%
HAS vs IT
+6,259.0%
-4,882.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | +2.2% | -18.8% | +21.0% | +6.2% |
| 30D | +29.6% | -0.1% | +29.6% | +29.3% |
| 3M | +30.3% | +2.9% | +27.3% | +28.7% |
| 6M | +25.6% | +20.4% | +5.2% | +18.6% |
| YTD | +50.8% | -24.3% | +75.1% | +54.2% |
| 1Y | +63.0% | -17.2% | +80.2% | +63.6% |
| 3Y | +211.6% | -52.4% | +264.0% | +244.0% |
| 5Y | +50.4% | -43.7% | +94.1% | +58.9% |
| 10Y | +101.9% | +90.3% | +11.6% | +66.0% |
| All | +1,376.7% | +6,259.0% | -4,882.3% | +633.0% |
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 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