+11.3%
IR vs HAS
+63.0%
-51.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | +1.5% | +3.3% | -1.7% | +0.5% |
| 30D | +9.0% | +30.5% | -21.5% | -0.9% |
| 3M | -0.9% | +29.9% | -30.8% | -9.8% |
| 6M | +13.4% | +26.5% | -13.1% | +3.6% |
| YTD | +8.5% | +51.9% | -43.5% | -15.9% |
| 1Y | +11.3% | +60.9% | -49.7% | -18.4% |
| All | +11.3% | +63.0% | -51.7% | -18.4% |
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