+1,402.3%
LITE vs HAS
+101.4%
+1,301.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.5% | +6.2% | +5.9% |
| 7D | -35.9% | -0.2% | -35.8% | -35.9% |
| 30D | -51.5% | +31.0% | -82.6% | -56.8% |
| 3M | -35.7% | +30.7% | -66.4% | -43.0% |
| 6M | -43.0% | +23.9% | -66.9% | -48.8% |
| YTD | +46.1% | +48.3% | -2.2% | +19.8% |
| 1Y | +124.7% | +60.2% | +64.5% | +78.4% |
| 3Y | +1,172.1% | +189.2% | +982.8% | +672.6% |
| 5Y | +477.0% | +50.4% | +426.6% | +349.7% |
| All | +1,402.3% | +101.4% | +1,301.0% | +896.2% |
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