+1,521.0%
HAS vs WTW
+1,177.0%
+344.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | +2.0% | -0.9% | +3.0% | +2.3% |
| 30D | +30.9% | +12.0% | +18.9% | +26.6% |
| 3M | +28.8% | -2.1% | +30.8% | +29.4% |
| 6M | +32.3% | +34.8% | -2.4% | +20.5% |
| YTD | +54.7% | +2.7% | +51.9% | +51.3% |
| 1Y | +63.2% | +5.1% | +58.1% | +58.4% |
| 3Y | +220.7% | +44.4% | +176.3% | +178.9% |
| 5Y | +53.3% | +55.1% | -1.8% | +28.8% |
| 10Y | +104.2% | +216.1% | -111.8% | +37.4% |
| All | +1,521.0% | +1,177.0% | +344.0% | +803.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling