+100.5%
HAS vs WAB
+287.6%
-187.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.4% | -1.3% |
| 7D | -0.2% | +1.4% | -1.6% | -0.8% |
| 30D | +31.0% | +0.4% | +30.6% | +30.5% |
| 3M | +30.7% | -3.8% | +34.5% | +32.3% |
| 6M | +23.9% | +5.1% | +18.8% | +20.2% |
| YTD | +48.3% | +33.3% | +15.0% | +30.0% |
| 1Y | +60.2% | +39.8% | +20.4% | +37.7% |
| 3Y | +189.2% | +161.1% | +28.2% | +91.8% |
| 5Y | +50.4% | +209.5% | -159.0% | -7.7% |
| All | +100.5% | +287.6% | -187.2% | -2.7% |
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