+1,523.0%
HWM vs HAS
+101.4%
+1,421.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +3.0% | +2.6% |
| 7D | +3.3% | -0.2% | +3.5% | +3.3% |
| 30D | -7.6% | +31.0% | -38.6% | -17.4% |
| 3M | -28.9% | +30.7% | -59.6% | -36.5% |
| 6M | -19.7% | +23.9% | -43.6% | -27.4% |
| YTD | +0.5% | +48.3% | -47.8% | -16.2% |
| 1Y | +0.3% | +60.2% | -60.0% | -19.2% |
| 3Y | +325.8% | +189.2% | +136.6% | +153.8% |
| 5Y | +524.7% | +50.4% | +474.3% | +392.3% |
| All | +1,523.0% | +101.4% | +1,421.6% | +946.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling