+3,324.5%
HAS vs WY
+688.1%
+2,636.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | -1.8% | -1.7% | -0.1% | -1.2% |
| 30D | +2.3% | -10.1% | +12.4% | +5.9% |
| 3M | +10.4% | -5.1% | +15.5% | +12.0% |
| 6M | -3.2% | -4.8% | +1.5% | -2.1% |
| YTD | +15.4% | -0.2% | +15.6% | +14.6% |
| 1Y | +18.8% | -6.6% | +25.4% | +20.5% |
| 3Y | +43.9% | -22.7% | +66.7% | +54.8% |
| 5Y | +13.9% | -22.2% | +36.1% | +21.5% |
| 10Y | +56.4% | +7.3% | +49.1% | +43.0% |
| All | +3,324.5% | +688.1% | +2,636.4% | +1,369.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling