+94.1%
HAS vs QSR
+137.8%
-43.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.4% |
| 7D | +1.6% | -3.9% | +5.5% | +3.4% |
| 30D | +26.6% | +5.9% | +20.7% | +23.4% |
| 3M | +29.0% | +1.7% | +27.3% | +27.7% |
| 6M | +30.6% | -1.9% | +32.4% | +30.9% |
| YTD | +51.5% | +13.6% | +37.9% | +41.5% |
| 1Y | +58.5% | +13.1% | +45.3% | +48.2% |
| 3Y | +214.1% | +21.8% | +192.3% | +178.3% |
| 5Y | +50.2% | +57.2% | -7.0% | +16.1% |
| All | +94.1% | +137.8% | -43.8% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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