+319.4%
IR vs HAS
+62.8%
+256.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.1% |
| 7D | +2.3% | 0.0% | +2.3% | +2.3% |
| 30D | +3.3% | +31.3% | -28.0% | -7.8% |
| 3M | -9.0% | +32.1% | -41.2% | -19.2% |
| 6M | +8.0% | +28.1% | -20.1% | -3.6% |
| YTD | +3.4% | +49.1% | -45.7% | -13.6% |
| 1Y | +4.5% | +60.5% | -56.0% | -15.2% |
| 3Y | +25.6% | +183.9% | -158.3% | -21.4% |
| 5Y | +43.8% | +51.2% | -7.4% | +14.6% |
| All | +319.4% | +62.8% | +256.6% | +200.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling