+56.0%
HAS vs WY
+5.8%
+50.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.0% | -1.3% |
| 7D | -4.8% | -1.7% | -3.2% | -4.1% |
| 30D | -5.1% | -9.9% | +4.7% | -0.6% |
| 3M | +6.4% | -7.5% | +13.9% | +9.8% |
| 6M | -5.6% | -5.1% | -0.5% | -4.0% |
| YTD | +11.0% | -2.1% | +13.1% | +10.7% |
| 1Y | +16.8% | -7.3% | +24.1% | +19.3% |
| 3Y | +44.0% | -22.6% | +66.7% | +58.6% |
| 5Y | +11.0% | -19.8% | +30.8% | +18.8% |
| 10Y | +56.0% | +9.6% | +46.4% | +32.3% |
| All | +56.0% | +5.8% | +50.2% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded WY 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling