+859.1%
HAS vs MKTX
+1,446.2%
-587.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.8% | +0.4% | -2.2% | -1.9% |
| 30D | +2.3% | +1.1% | +1.2% | +2.1% |
| 3M | +10.4% | +36.1% | -25.7% | +3.6% |
| 6M | -3.2% | -12.9% | +9.6% | -1.8% |
| YTD | +15.4% | -8.5% | +23.9% | +16.0% |
| 1Y | +18.8% | -7.5% | +26.3% | +18.9% |
| 3Y | +43.9% | -28.3% | +72.3% | +47.4% |
| 5Y | +13.9% | -63.3% | +77.2% | +29.8% |
| 10Y | +56.4% | +4.5% | +51.9% | +40.4% |
| All | +859.1% | +1,446.2% | -587.1% | +329.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling