+47.7%
HAS vs WAB
+214.2%
-166.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.3% |
| 7D | +1.4% | +5.1% | -3.7% | -1.1% |
| 30D | +26.3% | +4.0% | +22.3% | +23.4% |
| 3M | +25.6% | +0.1% | +25.5% | +25.0% |
| 6M | +30.3% | +12.8% | +17.5% | +20.7% |
| YTD | +50.4% | +40.1% | +10.3% | +23.5% |
| 1Y | +57.7% | +46.4% | +11.3% | +26.4% |
| 3Y | +213.4% | +167.4% | +46.0% | +78.5% |
| All | +47.7% | +214.2% | -166.5% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling