+3,324.5%
HAS vs PNR
+3,652.8%
-328.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -1.8% | -2.4% | +0.6% | -1.0% |
| 30D | +2.3% | -12.8% | +15.0% | +6.9% |
| 3M | +10.4% | -17.0% | +27.4% | +16.4% |
| 6M | -3.2% | -37.4% | +34.2% | +11.6% |
| YTD | +15.4% | -41.6% | +57.0% | +35.8% |
| 1Y | +18.8% | -44.6% | +63.4% | +42.3% |
| 3Y | +43.9% | -12.1% | +56.1% | +47.0% |
| 5Y | +13.9% | -17.4% | +31.3% | +17.3% |
| 10Y | +56.4% | +64.0% | -7.6% | +27.4% |
| All | +3,324.5% | +3,652.8% | -328.3% | +1,130.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling