+155.4%
IWM vs HAS
+102.6%
+52.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | +0.3% | +3.3% | -3.0% | -0.8% |
| 30D | +0.6% | +30.5% | -30.0% | -8.4% |
| 3M | -6.2% | +29.9% | -36.1% | -14.6% |
| 6M | -0.8% | +26.5% | -27.3% | -9.4% |
| YTD | +14.8% | +51.9% | -37.2% | -2.4% |
| 1Y | +16.1% | +60.9% | -44.8% | -3.3% |
| 3Y | +71.5% | +215.0% | -143.5% | +9.5% |
| 5Y | +25.8% | +51.5% | -25.7% | +2.4% |
| 10Y | +155.4% | +102.2% | +53.2% | +80.3% |
| All | +155.4% | +102.6% | +52.8% | +80.3% |
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 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