+101.9%
HAS vs M
+3.7%
+98.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.1% | -6.4% | +0.1% |
| 7D | +2.2% | +2.5% | -0.4% | +1.6% |
| 30D | +29.6% | +10.1% | +19.5% | +27.0% |
| 3M | +30.3% | -0.9% | +31.2% | +30.0% |
| 6M | +25.6% | +30.2% | -4.5% | +18.3% |
| YTD | +50.8% | +16.3% | +34.5% | +44.5% |
| 1Y | +63.0% | +27.0% | +36.1% | +53.3% |
| 3Y | +211.6% | +154.5% | +57.1% | +146.1% |
| 5Y | +50.4% | -1.1% | +51.5% | +35.6% |
| 10Y | +101.9% | +0.5% | +101.4% | +39.6% |
| All | +101.9% | +3.7% | +98.2% | +39.6% |
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