+56.6%
HAS vs PCOR
-7.6%
+64.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | +1.4% | +3.0% | -1.7% | +0.8% |
| 30D | +26.3% | +38.7% | -12.4% | +18.2% |
| 3M | +25.6% | +24.9% | +0.7% | +19.6% |
| 6M | +30.3% | +68.8% | -38.5% | +15.9% |
| YTD | +50.4% | +6.7% | +43.6% | +45.4% |
| 1Y | +57.7% | +3.0% | +54.7% | +53.6% |
| 3Y | +213.4% | +48.6% | +164.8% | +174.8% |
| 5Y | +49.1% | -12.7% | +61.8% | +32.6% |
| All | +56.6% | -7.6% | +64.2% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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