+313.3%
LOW vs HAS
+106.1%
+207.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.7% | +2.8% |
| 7D | +6.4% | +2.2% | +4.2% | +5.7% |
| 30D | +25.6% | +29.6% | -4.0% | +14.3% |
| 3M | +4.6% | +30.3% | -25.7% | -5.1% |
| 6M | +2.5% | +25.6% | -23.1% | -6.2% |
| YTD | -1.6% | +50.8% | -52.5% | -16.1% |
| 1Y | +1.7% | +63.0% | -61.3% | -15.7% |
| 3Y | +29.4% | +211.6% | -182.1% | -17.3% |
| 5Y | +9.6% | +50.4% | -40.8% | -10.5% |
| 10Y | +313.3% | +101.9% | +211.4% | +178.2% |
| All | +313.3% | +106.1% | +207.2% | +178.2% |
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