+98.1%
HAS vs M
-6.5%
+104.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.0% |
| 7D | +2.0% | -3.3% | +5.3% | +2.6% |
| 30D | +30.9% | +8.1% | +22.8% | +28.7% |
| 3M | +28.8% | +2.2% | +26.5% | +27.8% |
| 6M | +32.3% | +35.1% | -2.8% | +23.7% |
| YTD | +54.7% | +15.8% | +38.9% | +48.3% |
| 1Y | +63.2% | +25.8% | +37.4% | +53.8% |
| 3Y | +220.7% | +156.2% | +64.4% | +152.9% |
| 5Y | +53.3% | -2.4% | +55.7% | +38.6% |
| All | +98.1% | -6.5% | +104.6% | +39.3% |
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