+58.4%
HAS vs WSM
+998.8%
-940.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.4% |
| 7D | -3.1% | +2.6% | -5.7% | -3.8% |
| 30D | -2.7% | -9.5% | +6.8% | -0.1% |
| 3M | +8.9% | +12.9% | -4.0% | +5.1% |
| 6M | -2.9% | +23.0% | -26.0% | -8.8% |
| YTD | +12.6% | +28.9% | -16.3% | +4.3% |
| 1Y | +17.5% | +13.7% | +3.8% | +12.2% |
| 3Y | +46.2% | +232.6% | -186.4% | +0.4% |
| 5Y | +12.6% | +185.9% | -173.3% | -22.8% |
| All | +58.4% | +998.8% | -940.5% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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