+100.6%
HAS vs WY
+3.0%
+97.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +1.8% |
| 7D | +3.3% | +0.2% | +3.1% | +3.1% |
| 30D | +30.5% | +8.0% | +22.5% | +25.7% |
| 3M | +29.9% | -17.7% | +47.6% | +41.2% |
| 6M | +26.5% | -10.8% | +37.3% | +31.7% |
| YTD | +51.9% | -10.6% | +62.5% | +57.1% |
| 1Y | +60.9% | -5.7% | +66.6% | +62.1% |
| 3Y | +215.0% | -24.8% | +239.8% | +250.0% |
| 5Y | +51.5% | -31.7% | +83.2% | +74.2% |
| All | +100.6% | +3.0% | +97.6% | +71.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling