+40.9%
LVS vs HAS
+1,119.4%
-1,078.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.2% |
| 7D | +11.1% | -0.2% | +11.2% | +11.2% |
| 30D | +14.7% | +31.0% | -16.4% | -2.0% |
| 3M | -10.9% | +30.7% | -41.6% | -23.9% |
| 6M | -22.3% | +23.9% | -46.3% | -32.4% |
| YTD | -35.8% | +48.3% | -84.1% | -50.3% |
| 1Y | -33.5% | +60.2% | -93.7% | -50.8% |
| 3Y | -11.7% | +189.2% | -200.9% | -55.9% |
| 5Y | +2.6% | +50.4% | -47.8% | -27.2% |
| 10Y | -11.9% | +104.2% | -116.0% | -57.7% |
| All | +40.9% | +1,119.4% | -1,078.4% | -82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling