-11.7%
LVS vs HAS
+181.4%
-193.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.3% |
| 7D | +11.1% | -0.2% | +11.2% | +11.1% |
| 30D | +14.7% | +31.0% | -16.4% | +4.5% |
| 3M | -10.9% | +30.7% | -41.6% | -18.8% |
| 6M | -22.3% | +23.9% | -46.3% | -28.2% |
| YTD | -35.8% | +48.3% | -84.1% | -45.1% |
| 1Y | -33.5% | +60.2% | -93.7% | -44.9% |
| 3Y | -11.7% | +189.2% | -200.9% | -39.3% |
| All | -11.7% | +181.4% | -193.1% | -39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling