+22.9%
IP vs HAS
+56.4%
-33.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.4% |
| 7D | -5.3% | -1.8% | -3.5% | -4.7% |
| 30D | -10.9% | +2.3% | -13.1% | -11.5% |
| 3M | +11.2% | +10.4% | +0.8% | +7.5% |
| 6M | -10.2% | -3.2% | -7.0% | -9.9% |
| YTD | -2.0% | +15.4% | -17.4% | -7.5% |
| 1Y | -19.1% | +18.8% | -37.9% | -24.4% |
| 3Y | +20.9% | +43.9% | -23.1% | +3.3% |
| 5Y | -17.8% | +13.9% | -31.7% | -25.4% |
| All | +22.9% | +56.4% | -33.5% | +0.9% |
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