+34.0%
HDB vs HAS
+53.3%
-19.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.4% | -0.6% | -2.5% |
| 7D | -2.0% | -3.1% | +1.1% | -1.4% |
| 30D | -4.9% | -2.7% | -2.2% | -4.4% |
| 3M | -2.3% | +8.9% | -11.2% | -4.1% |
| 6M | -23.7% | -2.9% | -20.8% | -23.6% |
| YTD | -38.5% | +12.6% | -51.1% | -40.3% |
| 1Y | -36.5% | +17.5% | -53.9% | -38.9% |
| 3Y | -28.5% | +46.2% | -74.7% | -35.7% |
| 5Y | -37.4% | +12.6% | -49.9% | -41.0% |
| 10Y | +34.0% | +55.7% | -21.6% | +16.5% |
| All | +34.0% | +53.3% | -19.2% | +16.5% |
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