+340.0%
IR vs HAS
+65.9%
+274.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.5% |
| 7D | +1.5% | +3.3% | -1.7% | +0.2% |
| 30D | +9.0% | +30.5% | -21.5% | -2.5% |
| 3M | -0.9% | +29.9% | -30.8% | -11.3% |
| 6M | +13.4% | +26.5% | -13.1% | +1.8% |
| YTD | +8.5% | +51.9% | -43.5% | -10.0% |
| 1Y | +11.3% | +60.9% | -49.7% | -9.8% |
| 3Y | +26.0% | +215.0% | -189.0% | -24.4% |
| 5Y | +47.9% | +51.5% | -3.6% | +17.8% |
| All | +340.0% | +65.9% | +274.0% | +213.2% |
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 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