+92.6%
HAS vs Z
-16.5%
+109.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.2% | -1.4% |
| 7D | +1.4% | +0.8% | +0.5% | +1.2% |
| 30D | +26.3% | +5.2% | +21.1% | +24.6% |
| 3M | +25.6% | -17.0% | +42.6% | +29.2% |
| 6M | +30.3% | -22.7% | +52.9% | +35.1% |
| YTD | +50.4% | -56.3% | +106.7% | +72.5% |
| 1Y | +57.7% | -57.7% | +115.4% | +81.8% |
| 3Y | +213.4% | -16.5% | +229.9% | +209.1% |
| 5Y | +49.1% | -53.4% | +102.5% | +56.4% |
| All | +92.6% | -16.5% | +109.0% | +52.0% |
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