+98.1%
HAS vs MTB
+114.2%
-16.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | +2.0% | -2.0% | +4.0% | +2.8% |
| 30D | +30.9% | +0.1% | +30.8% | +30.9% |
| 3M | +28.8% | -12.1% | +40.9% | +35.4% |
| 6M | +32.3% | +7.3% | +25.0% | +28.4% |
| YTD | +54.7% | +11.5% | +43.2% | +47.8% |
| 1Y | +63.2% | +21.3% | +42.0% | +50.9% |
| 3Y | +220.7% | +104.1% | +116.5% | +139.5% |
| 5Y | +53.3% | +61.8% | -8.5% | +21.3% |
| All | +98.1% | +114.2% | -16.1% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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