+55.7%
HAS vs MTB
+173.2%
-117.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.2% |
| 7D | -3.1% | +2.8% | -5.9% | -4.1% |
| 30D | -2.7% | -4.2% | +1.5% | -1.1% |
| 3M | +8.9% | +7.8% | +1.1% | +5.6% |
| 6M | -2.9% | +14.8% | -17.7% | -8.3% |
| YTD | +12.6% | +20.8% | -8.1% | +4.3% |
| 1Y | +17.5% | +23.1% | -5.6% | +7.8% |
| 3Y | +46.2% | +114.8% | -68.6% | +6.8% |
| 5Y | +12.6% | +103.3% | -90.7% | -19.1% |
| 10Y | +55.7% | +173.0% | -117.3% | -4.2% |
| All | +55.7% | +173.2% | -117.5% | -4.2% |
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