+16.8%
HAS vs PNR
-47.2%
+64.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.1% |
| 7D | -4.8% | -3.9% | -1.0% | -4.0% |
| 30D | -5.1% | -13.8% | +8.7% | -1.9% |
| 3M | +6.4% | -22.5% | +28.9% | +11.6% |
| 6M | -5.6% | -37.2% | +31.5% | +5.8% |
| YTD | +11.0% | -44.2% | +55.2% | +28.7% |
| 1Y | +16.8% | -46.6% | +63.4% | +40.2% |
| All | +16.8% | -47.2% | +64.0% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling