+30.0%
IR vs HAS
+204.3%
-174.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +3.0% | +4.1% |
| 7D | +5.0% | +2.2% | +2.9% | +4.2% |
| 30D | +10.3% | +29.6% | -19.3% | -0.1% |
| 3M | -0.1% | +30.3% | -30.3% | -9.8% |
| 6M | +14.8% | +25.6% | -10.9% | +4.3% |
| YTD | +9.7% | +50.8% | -41.1% | -7.6% |
| 1Y | +12.2% | +63.0% | -50.8% | -8.3% |
| 3Y | +30.0% | +211.6% | -181.6% | -8.8% |
| All | +30.0% | +204.3% | -174.3% | -8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling