+58.0%
HAS vs QSR
+133.7%
-75.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.6% |
| 7D | -3.1% | -4.7% | +1.6% | -1.0% |
| 30D | -6.4% | +4.3% | -10.7% | -8.2% |
| 3M | +10.4% | +5.4% | +4.9% | +7.6% |
| 6M | -3.7% | +8.2% | -11.8% | -7.5% |
| YTD | +12.5% | +14.1% | -1.7% | +5.2% |
| 1Y | +19.8% | +28.1% | -8.3% | +6.1% |
| 3Y | +46.0% | +25.3% | +20.7% | +28.1% |
| 5Y | +12.5% | +40.4% | -27.9% | -7.9% |
| All | +58.0% | +133.7% | -75.7% | +9.6% |
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