+11.0%
HAS vs PNR
-20.5%
+31.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.6% |
| 7D | -4.8% | -3.9% | -1.0% | -3.1% |
| 30D | -5.1% | -13.8% | +8.7% | +1.6% |
| 3M | +6.4% | -22.5% | +28.9% | +18.4% |
| 6M | -5.6% | -37.2% | +31.5% | +16.0% |
| YTD | +11.0% | -44.2% | +55.2% | +44.3% |
| 1Y | +16.8% | -46.6% | +63.4% | +55.6% |
| 3Y | +44.0% | -12.5% | +56.5% | +43.8% |
| 5Y | +11.0% | -19.3% | +30.3% | +6.4% |
| All | +11.0% | -20.5% | +31.5% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling