+226.8%
LOW vs HAS
+53.3%
+173.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -0.9% |
| 7D | +0.4% | -3.1% | +3.5% | +1.5% |
| 30D | -10.1% | -2.7% | -7.4% | -9.2% |
| 3M | -2.9% | +8.9% | -11.8% | -6.0% |
| 6M | -19.4% | -2.9% | -16.5% | -19.1% |
| YTD | -15.4% | +12.6% | -28.1% | -19.8% |
| 1Y | -24.9% | +17.5% | -42.4% | -29.9% |
| 3Y | -7.8% | +46.2% | -54.0% | -22.5% |
| 5Y | +8.4% | +12.6% | -4.2% | -1.7% |
| 10Y | +226.8% | +55.7% | +171.1% | +153.6% |
| All | +226.8% | +53.3% | +173.5% | +153.6% |
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