+299.7%
HL vs HAS
+204.3%
+95.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.7% | +2.9% | +4.1% |
| 7D | +13.8% | +2.2% | +11.6% | +13.2% |
| 30D | -9.7% | +29.6% | -39.3% | -16.3% |
| 3M | -8.5% | +30.3% | -38.8% | -15.5% |
| 6M | -17.2% | +25.6% | -42.8% | -23.3% |
| YTD | -19.6% | +50.8% | -70.5% | -29.9% |
| 1Y | +11.1% | +63.0% | -51.9% | -5.4% |
| 3Y | +299.7% | +211.6% | +88.1% | +133.8% |
| All | +299.7% | +204.3% | +95.4% | +133.8% |
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