+56.8%
HAS vs Z
-1.7%
+58.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.1% |
| 7D | -1.8% | -3.0% | +1.2% | -1.3% |
| 30D | +2.3% | -4.2% | +6.4% | +2.9% |
| 3M | +10.4% | -3.7% | +14.1% | +10.5% |
| 6M | -3.2% | -24.5% | +21.3% | +1.1% |
| YTD | +15.4% | -49.3% | +64.7% | +29.4% |
| 1Y | +18.8% | -58.7% | +77.5% | +38.1% |
| 3Y | +43.9% | -34.1% | +78.1% | +48.9% |
| 5Y | +13.9% | -64.5% | +78.4% | +24.0% |
| All | +56.8% | -1.7% | +58.5% | +20.0% |
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