+1,013.4%
KEY vs HAS
+4,678.1%
-3,664.7%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.1% | -2.1% |
| 7D | -2.5% | 0.0% | -2.4% | -2.5% |
| 30D | +4.1% | +31.3% | -27.2% | -5.9% |
| 3M | -8.4% | +32.1% | -40.5% | -17.4% |
| 6M | -2.3% | +28.1% | -30.4% | -11.7% |
| YTD | +4.6% | +49.1% | -44.5% | -11.1% |
| 1Y | +24.6% | +60.5% | -36.0% | +3.0% |
| 3Y | +112.8% | +183.9% | -71.1% | +39.4% |
| 5Y | +12.9% | +51.2% | -38.3% | -8.5% |
| 10Y | +126.7% | +105.3% | +21.4% | +58.7% |
| All | +1,013.4% | +4,678.1% | -3,664.7% | +252.1% |
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