+117.9%
KEY vs HAS
+101.4%
+16.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | +5.1% | +31.0% | -25.9% | -7.2% |
| 3M | -7.1% | +30.7% | -37.8% | -18.0% |
| 6M | -4.4% | +23.9% | -28.3% | -14.4% |
| YTD | +4.0% | +48.3% | -44.3% | -15.2% |
| 1Y | +23.4% | +60.2% | -36.8% | -3.1% |
| 3Y | +113.9% | +189.2% | -75.3% | +21.3% |
| 5Y | +12.3% | +50.4% | -38.1% | -14.3% |
| All | +117.9% | +101.4% | +16.5% | +41.8% |
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 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