+54.9%
HAS vs S
-52.7%
+107.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.2% | -0.7% |
| 7D | -0.2% | -13.4% | +13.3% | +1.7% |
| 30D | +31.0% | -14.0% | +45.0% | +33.3% |
| 3M | +30.7% | +4.9% | +25.8% | +28.8% |
| 6M | +23.9% | +42.0% | -18.1% | +16.4% |
| YTD | +48.3% | +45.1% | +3.2% | +38.0% |
| 1Y | +60.2% | +33.1% | +27.2% | +50.5% |
| 3Y | +189.2% | +40.6% | +148.6% | +161.8% |
| 5Y | +50.4% | -67.5% | +117.9% | +51.5% |
| All | +54.9% | -52.7% | +107.6% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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