+1,524.1%
HWM vs HAS
+101.4%
+1,422.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.7% |
| 7D | +3.4% | -0.2% | +3.5% | +3.4% |
| 30D | -7.5% | +31.0% | -38.6% | -17.3% |
| 3M | -28.9% | +30.7% | -59.5% | -36.5% |
| 6M | -19.6% | +23.9% | -43.5% | -27.3% |
| YTD | +0.6% | +48.3% | -47.7% | -16.2% |
| 1Y | +0.3% | +60.2% | -59.9% | -19.1% |
| 3Y | +326.1% | +189.2% | +136.9% | +154.0% |
| 5Y | +525.2% | +50.4% | +474.8% | +392.7% |
| All | +1,524.1% | +101.4% | +1,422.8% | +947.0% |
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