+45.5%
HAS vs WETO
-99.4%
+144.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.4% |
| 7D | -3.1% | -57.2% | +54.1% | -3.4% |
| 30D | -2.7% | -48.8% | +46.1% | -1.9% |
| 3M | +8.9% | -97.7% | +106.6% | +8.8% |
| 6M | -2.9% | -94.3% | +91.4% | -1.5% |
| YTD | +12.6% | -97.0% | +109.7% | +14.3% |
| 1Y | +17.5% | -98.9% | +116.4% | +19.3% |
| All | +45.5% | -99.4% | +144.9% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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