+54.5%
HAS vs PCOR
-10.3%
+64.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.5% |
| 7D | -0.2% | +22.7% | -22.9% | -4.3% |
| 30D | +31.0% | +37.5% | -6.4% | +22.9% |
| 3M | +30.7% | +35.2% | -4.5% | +22.4% |
| 6M | +23.9% | +42.2% | -18.3% | +14.1% |
| YTD | +48.3% | +3.6% | +44.8% | +44.2% |
| 1Y | +60.2% | -4.8% | +65.0% | +58.6% |
| 3Y | +189.2% | +48.3% | +140.9% | +153.5% |
| 5Y | +50.4% | -20.1% | +70.5% | +35.2% |
| All | +54.5% | -10.3% | +64.8% | +39.0% |
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