+59.4%
HAS vs Q
+68.3%
-9.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.8% | -0.4% |
| 7D | +1.4% | +1.2% | +0.2% | +1.3% |
| 30D | +26.3% | -2.7% | +29.0% | +26.4% |
| 3M | +25.6% | -16.9% | +42.5% | +27.9% |
| 6M | +30.3% | -26.9% | +57.1% | +34.7% |
| YTD | +50.4% | +45.2% | +5.1% | +35.9% |
| 1Y | +57.7% | +38.1% | +19.6% | +43.1% |
| All | +59.4% | +68.3% | -9.0% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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