+652.7%
HCA vs HAS
+99.1%
+553.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +1.0% | -0.4% |
| 7D | -1.3% | +1.6% | -3.0% | -1.9% |
| 30D | +8.7% | +26.6% | -18.0% | +0.6% |
| 3M | +21.0% | +29.0% | -8.0% | +11.2% |
| 6M | +17.0% | +30.6% | -13.6% | +6.6% |
| YTD | +7.8% | +51.5% | -43.7% | -6.9% |
| 1Y | +6.4% | +58.5% | -52.0% | -9.5% |
| 3Y | +120.0% | +214.1% | -94.1% | +42.8% |
| 5Y | +112.9% | +50.2% | +62.6% | +76.7% |
| All | +652.7% | +99.1% | +553.6% | +440.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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