+18.5%
IP vs HAS
+187.7%
-169.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.6% | +0.4% |
| 7D | +3.4% | +2.4% | +0.9% | +2.5% |
| 30D | +11.2% | +31.6% | -20.4% | +0.4% |
| 3M | -14.8% | +33.9% | -48.6% | -23.6% |
| 6M | +17.3% | +31.4% | -14.1% | +5.1% |
| YTD | -6.2% | +51.6% | -57.8% | -20.8% |
| 1Y | +2.3% | +65.2% | -62.8% | -16.3% |
| All | +18.5% | +187.7% | -169.2% | -24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling