+11.0%
HAS vs QSR
+43.4%
-32.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -0.9% |
| 7D | -4.8% | -2.4% | -2.5% | -4.0% |
| 30D | -5.1% | +5.7% | -10.8% | -7.1% |
| 3M | +6.4% | +6.9% | -0.6% | +3.6% |
| 6M | -5.6% | +6.9% | -12.5% | -8.4% |
| YTD | +11.0% | +14.9% | -3.9% | +4.5% |
| 1Y | +16.8% | +29.1% | -12.3% | +4.7% |
| 3Y | +44.0% | +26.1% | +17.9% | +27.6% |
| 5Y | +11.0% | +42.3% | -31.3% | -12.6% |
| All | +11.0% | +43.4% | -32.5% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling