+172.9%
KEY vs HAS
+56.4%
+116.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +2.2% | -1.8% | +4.0% | +3.0% |
| 30D | -3.0% | +2.3% | -5.3% | -4.1% |
| 3M | +3.3% | +10.4% | -7.0% | -1.9% |
| 6M | +9.2% | -3.2% | +12.4% | +9.1% |
| YTD | +10.6% | +15.4% | -4.8% | +1.5% |
| 1Y | +20.4% | +18.8% | +1.6% | +8.6% |
| 3Y | +121.8% | +43.9% | +77.9% | +75.8% |
| 5Y | +41.1% | +13.9% | +27.2% | +22.3% |
| All | +172.9% | +56.4% | +116.5% | +107.6% |
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