+65.2%
HAS vs M
+36.6%
+28.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.6% | -4.6% | +1.8% |
| 7D | +2.4% | +8.3% | -5.8% | +1.1% |
| 30D | +31.6% | +14.2% | +17.4% | +28.8% |
| 3M | +33.9% | -1.1% | +35.0% | +33.8% |
| 6M | +31.4% | +36.6% | -5.2% | +25.1% |
| YTD | +51.6% | +19.8% | +31.9% | +47.4% |
| 1Y | +65.2% | +37.2% | +28.0% | +54.6% |
| All | +65.2% | +36.6% | +28.6% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling