+60.5%
HAS vs MKTX
+5.0%
+55.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -1.1% | -0.2% | -0.8% | -1.0% |
| 30D | -2.8% | +0.7% | -3.5% | -2.9% |
| 3M | +10.1% | +40.8% | -30.7% | +4.3% |
| 6M | -1.4% | -8.0% | +6.6% | -0.5% |
| YTD | +14.2% | -8.7% | +22.9% | +15.2% |
| 1Y | +18.2% | -11.8% | +30.0% | +19.7% |
| 3Y | +48.6% | -24.0% | +72.6% | +50.7% |
| 5Y | +14.2% | -60.3% | +74.5% | +27.1% |
| All | +60.5% | +5.0% | +55.4% | +52.7% |
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