+4,300.8%
HAS vs MTB
+7,521.0%
-3,220.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.2% |
| 7D | -0.2% | -1.3% | +1.2% | +0.3% |
| 30D | +31.0% | +0.5% | +30.5% | +30.9% |
| 3M | +30.7% | -12.4% | +43.0% | +36.7% |
| 6M | +23.9% | +1.5% | +22.4% | +23.0% |
| YTD | +48.3% | +10.3% | +38.0% | +43.1% |
| 1Y | +60.2% | +22.2% | +38.0% | +49.3% |
| 3Y | +189.2% | +96.9% | +92.3% | +127.3% |
| 5Y | +50.4% | +64.3% | -13.9% | +22.4% |
| 10Y | +104.2% | +137.8% | -33.6% | +38.8% |
| All | +4,300.8% | +7,521.0% | -3,220.1% | +759.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling