+92.6%
HAS vs WTW
+218.5%
-125.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.5% |
| 7D | +1.4% | +2.0% | -0.6% | +0.7% |
| 30D | +26.3% | +12.9% | +13.4% | +21.1% |
| 3M | +25.6% | +0.7% | +24.9% | +25.1% |
| 6M | +30.3% | +39.5% | -9.2% | +15.1% |
| YTD | +50.4% | +3.1% | +47.3% | +46.5% |
| 1Y | +57.7% | +4.8% | +53.0% | +52.6% |
| 3Y | +213.4% | +42.9% | +170.4% | +161.8% |
| 5Y | +49.1% | +55.3% | -6.2% | +17.6% |
| All | +92.6% | +218.5% | -125.9% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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