+1,330.6%
HST vs HAS
+3,598.5%
-2,267.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | -1.0% | -1.8% | +0.8% | -0.3% |
| 30D | -12.3% | +2.3% | -14.5% | -13.1% |
| 3M | -6.4% | +10.4% | -16.7% | -10.2% |
| 6M | +15.0% | -3.2% | +18.2% | +15.2% |
| YTD | +30.5% | +15.4% | +15.1% | +21.9% |
| 1Y | +35.7% | +18.8% | +16.9% | +25.0% |
| 3Y | +68.4% | +43.9% | +24.4% | +39.5% |
| 5Y | +73.1% | +13.9% | +59.2% | +53.6% |
| 10Y | +92.7% | +56.4% | +36.3% | +41.8% |
| All | +1,330.6% | +3,598.5% | -2,267.9% | +197.8% |
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 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