+56.0%
HAS vs MDY
+170.4%
-114.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -0.6% |
| 7D | -4.8% | -0.8% | -4.1% | -4.2% |
| 30D | -5.1% | -3.9% | -1.3% | -1.9% |
| 3M | +6.4% | 0.0% | +6.4% | +6.4% |
| 6M | -5.6% | +8.5% | -14.2% | -12.4% |
| YTD | +11.0% | +13.2% | -2.2% | -0.8% |
| 1Y | +16.8% | +15.0% | +1.8% | +3.0% |
| 3Y | +44.0% | +49.6% | -5.5% | +1.3% |
| 5Y | +11.0% | +46.0% | -35.0% | -20.8% |
| 10Y | +56.0% | +176.4% | -120.4% | -34.2% |
| All | +56.0% | +170.4% | -114.4% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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