+12.9%
HAS vs RACE
+93.6%
-80.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.1% |
| 7D | -1.8% | -2.5% | +0.7% | -1.0% |
| 30D | +2.3% | +0.8% | +1.5% | +1.9% |
| 3M | +10.4% | +17.2% | -6.8% | +4.1% |
| 6M | -3.2% | +13.6% | -16.8% | -8.1% |
| YTD | +15.4% | +12.2% | +3.2% | +9.7% |
| 1Y | +18.8% | -16.3% | +35.1% | +24.1% |
| 3Y | +43.9% | +36.4% | +7.5% | +18.7% |
| All | +12.9% | +93.6% | -80.6% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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