+1,512.4%
HST vs HAS
+4,678.1%
-3,165.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.7% | -4.0% | -5.0% |
| 7D | -4.2% | 0.0% | -4.1% | -4.1% |
| 30D | +9.6% | +31.3% | -21.8% | -1.5% |
| 3M | -1.1% | +32.1% | -33.2% | -11.5% |
| 6M | +21.1% | +28.1% | -7.0% | +8.9% |
| YTD | +47.1% | +49.1% | -2.0% | +24.2% |
| 1Y | +64.0% | +60.5% | +3.5% | +34.5% |
| 3Y | +77.1% | +183.9% | -106.8% | +13.2% |
| 5Y | +71.8% | +51.2% | +20.5% | +36.6% |
| 10Y | +146.3% | +105.3% | +41.0% | +63.1% |
| All | +1,512.4% | +4,678.1% | -3,165.7% | +203.3% |
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