+345.2%
IR vs HAS
+64.7%
+280.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +3.0% | +4.0% |
| 7D | +5.0% | +2.2% | +2.9% | +4.1% |
| 30D | +10.3% | +29.6% | -19.3% | -1.0% |
| 3M | -0.1% | +30.3% | -30.3% | -10.7% |
| 6M | +14.8% | +25.6% | -10.9% | +3.3% |
| YTD | +9.7% | +50.8% | -41.1% | -8.7% |
| 1Y | +12.2% | +63.0% | -50.8% | -9.5% |
| 3Y | +30.0% | +211.6% | -181.6% | -21.7% |
| 5Y | +46.8% | +50.4% | -3.6% | +17.3% |
| All | +345.2% | +64.7% | +280.5% | +217.9% |
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