+248.6%
HD vs HAS
+97.5%
+151.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | +1.5% | +1.4% | +0.1% | +1.1% |
| 30D | +18.0% | +26.3% | -8.3% | +9.0% |
| 3M | +2.8% | +25.6% | -22.8% | -4.9% |
| 6M | +17.0% | +30.3% | -13.3% | +6.3% |
| YTD | +3.5% | +50.4% | -46.8% | -10.8% |
| 1Y | -2.6% | +57.7% | -60.3% | -17.4% |
| 3Y | +30.7% | +213.4% | -182.6% | -14.9% |
| 5Y | +6.2% | +49.1% | -42.9% | -12.1% |
| All | +248.6% | +97.5% | +151.0% | +148.6% |
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