+101.9%
HAS vs WAB
+305.5%
-203.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.1% | -3.5% | -0.4% |
| 7D | +2.2% | +4.0% | -1.8% | +0.4% |
| 30D | +29.6% | +4.5% | +25.1% | +26.9% |
| 3M | +30.3% | +2.3% | +28.0% | +28.6% |
| 6M | +25.6% | +12.5% | +13.1% | +18.4% |
| YTD | +50.8% | +40.2% | +10.6% | +29.4% |
| 1Y | +63.0% | +45.2% | +17.8% | +37.8% |
| 3Y | +211.6% | +171.8% | +39.8% | +102.9% |
| 5Y | +50.4% | +217.6% | -167.2% | -8.9% |
| 10Y | +101.9% | +285.3% | -183.4% | -3.3% |
| All | +101.9% | +305.5% | -203.6% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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