+293.0%
LOW vs HAS
+97.5%
+195.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | +1.4% | +1.4% | 0.0% | +0.9% |
| 30D | +21.7% | +26.3% | -4.6% | +11.8% |
| 3M | +5.0% | +25.6% | -20.6% | -3.5% |
| 6M | +4.6% | +30.3% | -25.7% | -5.6% |
| YTD | -3.5% | +50.4% | -53.9% | -17.6% |
| 1Y | +0.5% | +57.7% | -57.2% | -15.6% |
| 3Y | +24.8% | +213.4% | -188.6% | -20.4% |
| 5Y | +6.5% | +49.1% | -42.6% | -12.8% |
| All | +293.0% | +97.5% | +195.4% | +172.0% |
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