+51.5%
HAS vs S
-67.7%
+119.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +3.3% | +1.4% | +1.9% | +3.0% |
| 30D | +30.5% | -10.8% | +41.4% | +32.1% |
| 3M | +29.9% | +5.4% | +24.5% | +28.0% |
| 6M | +26.5% | +41.2% | -14.7% | +19.0% |
| YTD | +51.9% | +56.2% | -4.3% | +39.9% |
| 1Y | +60.9% | +36.3% | +24.6% | +50.8% |
| 3Y | +215.0% | +49.4% | +165.6% | +182.7% |
| 5Y | +51.5% | -66.9% | +118.4% | +49.5% |
| All | +51.5% | -67.7% | +119.2% | +49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling