+53.3%
HAS vs Z
-54.5%
+107.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.4% |
| 7D | +2.0% | -13.1% | +15.1% | +5.0% |
| 30D | +30.9% | +5.9% | +25.1% | +28.8% |
| 3M | +28.8% | -13.7% | +42.4% | +31.8% |
| 6M | +32.3% | -27.1% | +59.5% | +39.8% |
| YTD | +54.7% | -56.8% | +111.5% | +82.2% |
| 1Y | +63.2% | -60.2% | +123.4% | +95.7% |
| 3Y | +220.7% | -19.7% | +240.4% | +215.4% |
| 5Y | +53.3% | -53.7% | +107.0% | +55.9% |
| All | +53.3% | -54.5% | +107.8% | +55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling