+6.9%
IR vs HAS
+59.5%
-52.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.6% |
| 7D | +3.7% | -0.2% | +3.8% | +3.7% |
| 30D | +7.4% | +31.0% | -23.6% | -2.5% |
| 3M | -5.9% | +30.7% | -36.6% | -14.7% |
| 6M | +5.6% | +23.9% | -18.3% | -2.9% |
| YTD | +4.8% | +48.3% | -43.5% | -17.6% |
| 1Y | +6.9% | +60.2% | -53.3% | -21.3% |
| All | +6.9% | +59.5% | -52.5% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling