+9.9%
HL vs HAS
+4,769.2%
-4,759.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.7% | -8.0% | -7.4% |
| 7D | +8.2% | +3.3% | +4.9% | +7.6% |
| 30D | -16.3% | +30.5% | -46.8% | -20.1% |
| 3M | -18.6% | +29.9% | -48.5% | -22.3% |
| 6M | -23.2% | +26.5% | -49.7% | -26.6% |
| YTD | -25.5% | +51.9% | -77.4% | -31.0% |
| 1Y | -4.8% | +60.9% | -65.7% | -12.7% |
| 3Y | +281.4% | +215.0% | +66.4% | +209.9% |
| 5Y | +137.8% | +51.5% | +86.3% | +114.5% |
| 10Y | +135.5% | +102.2% | +33.2% | +97.0% |
| All | +9.9% | +4,769.2% | -4,759.3% | +8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling