+94.1%
HAS vs Z
-19.3%
+113.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.2% | -1.6% |
| 7D | +1.6% | -4.9% | +6.5% | +2.6% |
| 30D | +26.6% | +3.0% | +23.7% | +25.5% |
| 3M | +29.0% | -13.4% | +42.4% | +31.6% |
| 6M | +30.6% | -27.3% | +57.9% | +37.1% |
| YTD | +51.5% | -57.8% | +109.3% | +75.0% |
| 1Y | +58.5% | -60.0% | +118.5% | +84.7% |
| 3Y | +214.1% | -21.5% | +235.6% | +213.5% |
| 5Y | +50.2% | -55.0% | +105.2% | +58.6% |
| All | +94.1% | -19.3% | +113.3% | +54.2% |
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