+92.6%
HAS vs MKTX
+12.8%
+79.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +1.4% | +0.2% | +1.1% | +1.3% |
| 30D | +26.3% | +0.9% | +25.4% | +26.1% |
| 3M | +25.6% | +2.6% | +23.0% | +25.2% |
| 6M | +30.3% | +20.4% | +9.8% | +26.3% |
| YTD | +50.4% | -7.1% | +57.4% | +51.3% |
| 1Y | +57.7% | -2.8% | +60.5% | +57.6% |
| 3Y | +213.4% | -21.7% | +235.1% | +217.6% |
| 5Y | +49.1% | -54.5% | +103.6% | +62.6% |
| All | +92.6% | +12.8% | +79.7% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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