+1,321.8%
LITE vs HAS
+102.4%
+1,219.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -1.7% | -17.0% | -18.0% |
| 7D | -44.6% | 0.0% | -44.5% | -44.5% |
| 30D | -55.0% | +31.3% | -86.3% | -60.0% |
| 3M | -38.3% | +32.1% | -70.4% | -45.5% |
| 6M | -48.8% | +28.1% | -76.9% | -54.7% |
| YTD | +38.3% | +49.1% | -10.8% | +13.1% |
| 1Y | +119.0% | +60.5% | +58.5% | +73.7% |
| 3Y | +1,092.0% | +183.9% | +908.1% | +629.7% |
| 5Y | +446.1% | +51.2% | +394.8% | +324.7% |
| All | +1,321.8% | +102.4% | +1,219.3% | +840.9% |
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