+20.5%
HAS vs S
-56.8%
+77.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -1.8% | -7.7% | +5.9% | -0.8% |
| 30D | +2.3% | -5.3% | +7.6% | +2.7% |
| 3M | +10.4% | +20.3% | -9.9% | +6.9% |
| 6M | -3.2% | +47.4% | -50.6% | -9.7% |
| YTD | +15.4% | +32.5% | -17.1% | +9.2% |
| 1Y | +18.8% | +9.5% | +9.3% | +15.1% |
| 3Y | +43.9% | +15.5% | +28.4% | +34.3% |
| 5Y | +13.9% | -71.2% | +85.1% | +16.5% |
| All | +20.5% | -56.8% | +77.3% | +14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling