+247.2%
HD vs HAS
+102.6%
+144.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | +5.2% | +3.3% | +1.9% | +4.1% |
| 30D | +20.7% | +30.5% | -9.8% | +10.4% |
| 3M | +0.8% | +29.9% | -29.1% | -7.8% |
| 6M | +12.2% | +26.5% | -14.3% | +3.0% |
| YTD | +4.2% | +51.9% | -47.7% | -10.4% |
| 1Y | -2.6% | +60.9% | -63.5% | -17.9% |
| 3Y | +30.0% | +215.0% | -185.0% | -15.4% |
| 5Y | +8.1% | +51.5% | -43.4% | -11.0% |
| 10Y | +247.2% | +102.2% | +144.9% | +141.6% |
| All | +247.2% | +102.6% | +144.6% | +141.6% |
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