+646.9%
HLT vs HAS
+172.1%
+474.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -3.3% | -1.8% | -1.5% | -2.7% |
| 30D | -4.1% | +2.3% | -6.3% | -4.9% |
| 3M | -7.9% | +10.4% | -18.3% | -11.3% |
| 6M | +2.2% | -3.2% | +5.4% | +2.2% |
| YTD | +8.5% | +15.4% | -6.9% | +2.2% |
| 1Y | +12.1% | +18.8% | -6.7% | +4.4% |
| 3Y | +107.6% | +43.9% | +63.7% | +76.5% |
| 5Y | +156.4% | +13.9% | +142.5% | +132.7% |
| 10Y | +566.3% | +56.4% | +509.9% | +409.2% |
| All | +646.9% | +172.1% | +474.8% | +389.1% |
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