+336.0%
IR vs HAS
+64.2%
+271.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | +2.5% | +1.4% | +1.1% | +1.9% |
| 30D | +9.2% | +26.3% | -17.1% | -1.1% |
| 3M | +0.9% | +25.6% | -24.7% | -8.4% |
| 6M | +19.2% | +30.3% | -11.0% | +5.7% |
| YTD | +7.5% | +50.4% | -42.9% | -10.5% |
| 1Y | +11.7% | +57.7% | -46.0% | -8.7% |
| 3Y | +23.9% | +213.4% | -189.5% | -25.6% |
| 5Y | +46.4% | +49.1% | -2.7% | +17.4% |
| All | +336.0% | +64.2% | +271.8% | +211.6% |
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 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