+119.7%
HAS vs Z
+6.9%
+112.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.1% |
| 7D | -0.2% | -4.6% | +4.4% | +0.5% |
| 30D | +31.0% | +8.3% | +22.7% | +28.7% |
| 3M | +30.7% | -11.6% | +42.3% | +32.7% |
| 6M | +23.9% | -33.6% | +57.5% | +32.0% |
| YTD | +48.3% | -56.7% | +105.0% | +69.4% |
| 1Y | +60.2% | -59.1% | +119.4% | +84.7% |
| 3Y | +189.2% | -20.4% | +209.6% | +188.3% |
| 5Y | +50.4% | -55.3% | +105.7% | +58.7% |
| 10Y | +104.2% | -14.2% | +118.4% | +67.5% |
| All | +119.7% | +6.9% | +112.8% | +73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling