+56.8%
HAS vs M
-2.2%
+59.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.0% |
| 7D | -1.8% | +4.7% | -6.5% | -2.7% |
| 30D | +2.3% | -9.6% | +11.9% | +4.2% |
| 3M | +10.4% | +0.9% | +9.5% | +9.8% |
| 6M | -3.2% | +22.3% | -25.5% | -7.6% |
| YTD | +15.4% | +6.5% | +8.9% | +12.8% |
| 1Y | +18.8% | +38.8% | -20.0% | +9.9% |
| 3Y | +43.9% | +115.9% | -72.0% | +17.6% |
| 5Y | +13.9% | +28.6% | -14.7% | -2.3% |
| All | +56.8% | -2.2% | +59.0% | +10.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling