+100.5%
HAS vs M
-4.2%
+104.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | +0.4% |
| 7D | -0.2% | -4.3% | +4.1% | +0.6% |
| 30D | +31.0% | +1.3% | +29.8% | +30.5% |
| 3M | +30.7% | -7.4% | +38.0% | +32.2% |
| 6M | +23.9% | +18.3% | +5.6% | +18.9% |
| YTD | +48.3% | +7.6% | +40.7% | +44.3% |
| 1Y | +60.2% | +17.4% | +42.8% | +53.1% |
| 3Y | +189.2% | +108.4% | +80.9% | +137.4% |
| 5Y | +50.4% | -10.6% | +61.0% | +38.3% |
| All | +100.5% | -4.2% | +104.6% | +40.9% |
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