+47.7%
HAS vs MTB
+61.4%
-13.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -1.0% |
| 7D | +1.4% | +1.5% | -0.2% | +0.7% |
| 30D | +26.3% | +2.3% | +23.9% | +25.2% |
| 3M | +25.6% | -12.1% | +37.7% | +32.2% |
| 6M | +30.3% | +9.8% | +20.4% | +25.1% |
| YTD | +50.4% | +12.0% | +38.4% | +43.2% |
| 1Y | +57.7% | +22.0% | +35.7% | +45.2% |
| 3Y | +213.4% | +107.6% | +105.8% | +133.3% |
| All | +47.7% | +61.4% | -13.6% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling