+153.4%
HYG vs HAS
+458.6%
-305.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.2% |
| 7D | 0.0% | -3.1% | +3.1% | +0.4% |
| 30D | -0.1% | -2.7% | +2.6% | +0.2% |
| 3M | +1.0% | +8.9% | -7.9% | -0.2% |
| 6M | +2.3% | -2.9% | +5.2% | +2.3% |
| YTD | +2.1% | +12.6% | -10.5% | +0.2% |
| 1Y | +3.8% | +17.5% | -13.7% | +1.2% |
| 3Y | +26.7% | +46.2% | -19.5% | +18.6% |
| 5Y | +19.3% | +12.6% | +6.7% | +14.2% |
| 10Y | +55.3% | +55.7% | -0.4% | +36.3% |
| All | +153.4% | +458.6% | -305.2% | +77.2% |
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