+19.4%
HAS vs Q
+75.3%
-55.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.3% | -4.7% | -2.7% |
| 7D | -3.1% | +6.7% | -9.8% | -3.9% |
| 30D | -2.7% | -10.6% | +7.9% | -1.5% |
| 3M | +8.9% | -14.6% | +23.5% | +10.5% |
| 6M | -2.9% | +12.1% | -15.0% | -8.1% |
| YTD | +12.6% | +51.3% | -38.6% | +1.6% |
| All | +19.4% | +75.3% | -55.9% | +9.4% |
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