-23.4%
HDB vs HAS
+49.5%
-73.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.9% | -0.8% |
| 7D | +4.1% | +1.6% | +2.5% | +3.8% |
| 30D | +13.0% | +26.6% | -13.7% | +7.9% |
| 3M | +11.3% | +29.0% | -17.7% | +5.9% |
| 6M | +6.9% | +30.6% | -23.6% | +1.2% |
| YTD | -29.6% | +51.5% | -81.2% | -35.4% |
| 1Y | -29.5% | +58.5% | -88.0% | -35.9% |
| 3Y | -8.1% | +214.1% | -222.2% | -31.0% |
| 5Y | -23.4% | +50.2% | -73.6% | -24.5% |
| All | -23.4% | +49.5% | -73.0% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling