+143.5%
IWM vs HAS
+97.5%
+46.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | -0.1% |
| 7D | +1.4% | +1.4% | 0.0% | +1.0% |
| 30D | +2.3% | +26.3% | -24.0% | -5.8% |
| 3M | -8.3% | +25.6% | -33.9% | -15.5% |
| 6M | -1.3% | +30.3% | -31.6% | -10.8% |
| YTD | +13.5% | +50.4% | -36.8% | -3.1% |
| 1Y | +18.4% | +57.7% | -39.3% | -0.7% |
| 3Y | +69.6% | +213.4% | -143.8% | +8.5% |
| 5Y | +23.3% | +49.1% | -25.8% | +0.9% |
| All | +143.5% | +97.5% | +46.0% | +74.9% |
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