+101.9%
HAS vs MTB
+136.2%
-34.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.6% | +0.8% |
| 7D | +2.2% | -0.8% | +2.9% | +2.5% |
| 30D | +29.6% | +2.4% | +27.2% | +28.5% |
| 3M | +30.3% | -10.5% | +40.8% | +36.0% |
| 6M | +25.6% | +6.4% | +19.2% | +22.3% |
| YTD | +50.8% | +12.8% | +38.0% | +43.4% |
| 1Y | +63.0% | +23.3% | +39.7% | +49.7% |
| 3Y | +211.6% | +108.2% | +103.3% | +130.8% |
| 5Y | +50.4% | +68.6% | -18.2% | +17.0% |
| 10Y | +101.9% | +125.3% | -23.4% | +30.1% |
| All | +101.9% | +136.2% | -34.3% | +30.1% |
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