+101.9%
HAS vs Z
-11.7%
+113.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.8% | -2.1% | +1.0% |
| 7D | +2.2% | -5.2% | +7.3% | +3.0% |
| 30D | +29.6% | +5.7% | +23.9% | +27.8% |
| 3M | +30.3% | -8.7% | +39.0% | +31.6% |
| 6M | +25.6% | -26.0% | +51.6% | +31.4% |
| YTD | +50.8% | -55.0% | +105.9% | +72.1% |
| 1Y | +63.0% | -58.0% | +121.0% | +88.2% |
| 3Y | +211.6% | -15.2% | +226.8% | +206.5% |
| 5Y | +50.4% | -53.8% | +104.2% | +57.9% |
| 10Y | +101.9% | -14.5% | +116.4% | +59.6% |
| All | +101.9% | -11.7% | +113.5% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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