+417.4%
HL vs HAS
+45.6%
+371.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.3% |
| 7D | +7.1% | -3.1% | +10.2% | +8.1% |
| 30D | +21.4% | -2.7% | +24.2% | +22.4% |
| 3M | +37.4% | +8.9% | +28.5% | +33.4% |
| 6M | +0.4% | -2.9% | +3.3% | +0.1% |
| YTD | +6.7% | +12.6% | -6.0% | +1.5% |
| 1Y | +102.4% | +17.5% | +84.9% | +89.5% |
| 3Y | +417.4% | +46.2% | +371.2% | +305.4% |
| All | +417.4% | +45.6% | +371.8% | +305.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling