+190.7%
HAS vs M
+110.5%
+80.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.9% | +4.2% | -0.5% |
| 7D | 0.0% | -2.1% | +2.1% | +0.4% |
| 30D | +31.3% | +7.7% | +23.6% | +29.2% |
| 3M | +32.1% | -4.4% | +36.5% | +32.9% |
| 6M | +28.1% | +27.5% | +0.6% | +20.8% |
| YTD | +49.1% | +12.8% | +36.3% | +43.6% |
| 1Y | +60.5% | +20.7% | +39.8% | +52.0% |
| All | +190.7% | +110.5% | +80.3% | +117.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling